Statistical Analysis Stack Exchange
Statistical Analysis Stack Exchange

Questions tagged [simultaneity]

8 questions
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Can propensity score analysis correct for reverse causation or simultaneity

I have data where I suspect there may be reverse causation (Y => X) or simultaneity (Y <=> X). Does the technique of propensity score analysis help to account for this effect? I feel that as part of the technique we are constructing a "control" …
Stephen Clark
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Simultaneity in causal diagrams

Lets assume we have simultaneity problem. Variable x causes y and y causes x. As an example i would state alcoholism: the more respondent consumes alcohol, the more 'is' alcoholic (measured for example by psychological test score). The more 'is'…
cure
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Formal definition of Simultaneity in Econometrics

I'm studying Econometrics, and I'm trying to understand the endogeneity by simultaneity problem in the OLS estimation. Given a generic OLS model: $$y = \underline{x} \underline{\beta} + u$$ where $\underline{x}$ is the vector of explanatory…
Lorenzo
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Question about simultaneity in econometrics

I understand that estimation bias occurs when there is simultaneity between the dependent and independent variable, but I’m not sure if I understand completely how to identify it. I have been reading Introductory Econometrics (Wooldridge) where…
user3889486
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variables that are independent, but dependent on other independent variables

I am pulling huge datasets from professional e-sports stats. My dependent variables are "win/loss' and "grade" and my independents are things like "role" and "character". I also have about 50 variables that are affect my dependent variables, but I…
Oliver
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Sign of simultaneous causality bias?

suppose I have the following simultaneous causality relation: $Y_i = \alpha_0 + \alpha_1X_i + V_i;$ $X_i = \beta_0 + \beta_1Y_i +U_i$ Where both of the equations are positively related. I want to find that whether the coefficients of the PRF…
Edi
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How to model the impact of x on y but only through the effect of x on z

I need some help in modelling a relationship. I have three main variables; Firm risk, firm liquidity and firm diversification. First, I performed regression analysis and found that firm liquidity has a positive and significant impact on firm…
Ama Perera
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What do you call a situation where in a regression the same variable appears in both the left- and right-hand side of the equation?

For example: GDP = B0_constant + B1_(GDP/Pop) + B2_X2 + B3_X3 Given that GDP appears on both left- and right-hand side this must certainly be problematic. What is this particular situation called?
StatsScared
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