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EndoS: An SPSS macro to assess endogeneity

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

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EndoS: An SPSS macro to assess endogeneity. / Daryanto, Ahmad.
In: The Quantitative Methods for Psychology, Vol. 16, No. 1, 17.02.2020, p. 56-70.

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

Harvard

Daryanto, A 2020, 'EndoS: An SPSS macro to assess endogeneity', The Quantitative Methods for Psychology, vol. 16, no. 1, pp. 56-70. https://doi.org/10.20982/tqmp.16.1.p056

APA

Daryanto, A. (2020). EndoS: An SPSS macro to assess endogeneity. The Quantitative Methods for Psychology, 16(1), 56-70. https://doi.org/10.20982/tqmp.16.1.p056

Vancouver

Daryanto A. EndoS: An SPSS macro to assess endogeneity. The Quantitative Methods for Psychology. 2020 Feb 17;16(1):56-70. doi: 10.20982/tqmp.16.1.p056

Author

Daryanto, Ahmad. / EndoS : An SPSS macro to assess endogeneity. In: The Quantitative Methods for Psychology. 2020 ; Vol. 16, No. 1. pp. 56-70.

Bibtex

@article{10dde57f92d446c993d1519f23ec8bfb,
title = "EndoS: An SPSS macro to assess endogeneity",
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{\textquoteright}s specification tests, overidentifying restriction tests and weak instrument tests. I present two illustrative examples using data from published studies.",
author = "Ahmad Daryanto",
year = "2020",
month = feb,
day = "17",
doi = "10.20982/tqmp.16.1.p056",
language = "English",
volume = "16",
pages = "56--70",
journal = "The Quantitative Methods for Psychology",
number = "1",

}

RIS

TY - JOUR

T1 - EndoS

T2 - An SPSS macro to assess endogeneity

AU - Daryanto, Ahmad

PY - 2020/2/17

Y1 - 2020/2/17

N2 - 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.

AB - 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.

U2 - 10.20982/tqmp.16.1.p056

DO - 10.20982/tqmp.16.1.p056

M3 - Journal article

VL - 16

SP - 56

EP - 70

JO - The Quantitative Methods for Psychology

JF - The Quantitative Methods for Psychology

IS - 1

ER -