The Y-test is a useful tool for detecting missing confounders in the context of a multivariate regression.However, it is rarely used in practice since it requires identifying multiple conditionally independent instruments, which is often impossible. We propose a heuristic test which relaxes the independence requirement. We then show how to apply this heuristic test on a price-demand and a firm loan-productivity problem. We conclude that the test is informative when the variables are linearly related with Gaussian additive noise, but it can be misleading in other contexts. Still, we believe that the test can be a useful concept for falsifying a proposed control set.
翻译:Y- 测试是发现多变回归背景下缺失的困惑者的一个有用工具。 但是,它很少在实践中使用,因为它要求识别多种有条件独立工具,而这往往是不可能的。 我们提议了一种放松独立要求的超常测试。 然后我们展示了如何对价格需求和固定贷款生产率问题应用这种超常测试。 我们的结论是,当变量与高斯添加剂噪音有线性联系时,该测试是信息化的,但在其他情况下也可能产生误导。 我们还认为,该测试可以成为伪造拟议控制集的有用概念。