43# eiri
我还是觉得你说的是多重共线性问题。wiki对内生性的解释如下,我看都不符合你所说的条件。
In an
econometric model, a parameter or variable is said to be
endogenous when there is a correlation between the parameter or variable and the error term. Endogeneity can arise as a result of measurement error, autoregression with autocorrelated errors, simultaneity, omitted variables, and sample selection errors.
而多重共线性的说明和你的有些相似
Multicollinearity is a statistical phenomenon in which two or more predictor
variables in a
multiple regression model are highly
correlated. In this situation the
coefficient estimates may change erratically in response to small changes in the model or the data.
如果不是的话,你是否和我在41楼所说的情况一直呢?即有些因素是我们关心的变量导致的中间变量,这个中间变量最终影响因变量。在回归中,这个中间变量不应该包含进来。