Rekursive oder nicht-rekursive Modelle? / Testing for non-recursiveness in causal modelling

Zum Problem der Testbarkeit von Feedback-Prozessen / For the problem of measurability of feedback processes

Datos Bibliográficos

ID11981663
AutoresChristof Ammermann (Universität Erlangen-Nürnberg, Seminar für Soziologie, 852 Erlangen, Dompfaffstr. 136, autor de correspondencia), Peter Gluchowski (0000-0002-0006-195X, Sozialwissenschaftliches Forschungsinstitut der Konrad-Adenauer-Stiftung, Alfter, 5305 Alfter, Am Mühlenweiher 22), Peter R Schmidt (0000-0002-5700-3144, Universität Hamburg), Peter Schmidt (0000-0001-6954-8590, Universität Hamburg, Seminar für Sozialwissenschaften, 2 Hamburg 26, Carl-Petersen-Str. 100)
Año1975
Volumen4
Número3
Páginas203-220
Fecha de publicación1975-06-01
Peer ReviewedSí
Open AccessNo
TipoARTICLE
RevistaZeitschrift für Soziologie (JOURNAL)
Identificadores de la revistaISSN: 0340-1804 • E-ISSN: 2366-0325
EditorialDe Gruyter (PUBLISHER • DE)
DOI10.1515/zfsoz-1975-0301
OpenAlexW153841585
IdiomaEN
Referencias citadas1

The paper discusses a stubborn problem of theory construction: deciding between recursive and non- recursive variants of a causal model by testing them against empirical data. After pointing out the consequences of a correlation between an exogeneous variable and the error term of an endogeneous variable as well as certain aspects of the identification problem we show for the asymptotic case (n → ∞) that a test is possible if the correlation between the exogeneous and the error term is in fact zero. Following this we present the results of a Monte-Carlo simulation investigating the robustness of the proposed test when applied to small samples. Finally we suggest conclusions of this testing procedure for empirical research

Causal model · Econometrics · Monte Carlo method · Robustness (evolution · Statistical hypothesis testing · Statistics · Bayesian Modeling and Causal Inference · Computer Science · Mathematics · Applied Mathematics