回顾:谁发明了工具变量回归?

Retrospectives: Who Invented Instrumental Variable Regression?

Journal of Economic Perspectives · 2003
被引 176
人大 A-ABS 4

中文导读

通过文体统计比较菲利普·G·赖特(1928)著作附录B与父子二人其他文本,判断工具变量估计的发明者,结果与历史证据一致。

Abstract

The instrumental variables estimator first appeared explicitly in Appendix B of The Tariff on Animal and Vegetable Oils by Philip G. Wright (1928). It has been suggested that this appendix was written by Philip's son Sewall Wright, then already an important genetic statistician. To find out who wrote Appendix B, we use stylometric statistics to compare it to other texts known to have been written solely by the father and son. The sharp results are consistent with contextual and historical evidence on the authorship of Appendix B and on the origination of the idea of IV estimation.

工具变量回归Sewall Wright风格计量学作者识别