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  • Daryanto2020_EndoS_tqmp

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EndoS: An SPSS macro to assess endogeneity

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Published
<mark>Journal publication date</mark>17/02/2020
<mark>Journal</mark>The Quantitative Methods for Psychology
Issue number1
Volume16
Number of pages15
Pages (from-to)56-70
Publication StatusPublished
<mark>Original language</mark>English

Abstract

In this tutorial, I demonstrate how to address endogeneity with instrumental variable (IV) regression using my newly developed EndoS macro for SPSS. EndoS implements the generalized instrumental variable estimator in the form of a two-stage least square (TSLS) estimator and is capable of performing three endogeneity diagnostic tests indispensable in empirical IV regression papers: Hausman’s specification tests, overidentifying restriction tests and weak instrument tests. I present two illustrative examples using data from published studies.