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Research Department Working Papers

Lags, Leave-Outs and Fixed Effects

No. 2536
Alexander Chudik, Cameron M. Ellis and Johannes G. Jaspersen

Abstract: To avoid endogeneity, financial economists often construct regressors and/or instruments using values from other observations, with lagged and leave-out variables being common examples. We examine the use of such variables in common settings with fixed effects and show that it can induce bias and distort inference. We illustrate the severity of this problem via simulations and with patent examiner data. Even when scrambling the patent examiners, thus removing any instrument validity, the bias leads to a first-stage F-statistic over 1,000. General and case-specific solutions are provided.

DOI: https://doi.org/10.24149/wp2536

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