On the Test of Exclusion Restriction in Linear Instrumental Variable Regressions

31 December 2019
Dr. Ai Deng

Associate Director Dr. Ai Deng published “On the Test of Exclusion Restriction in Linear Instrumental Variable Regressions” in Statistics in Medicine. Dr. Deng’s analyzes Wan’s linear regression framework and offers a simpler model to show that the coefficient for the instrumental variable would not be zero if the instrumental variable satisfies the exclusion restriction. Dr. Deng uses the partial regression coefficient formula and Wright’s path-tracing rules, rather than Wan’s linear regression framework.

To read the full article, visit the Wiley website here