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dc.contributor.authorBecker, Jan-Michael
dc.contributor.authorProksch, Dorian
dc.contributor.authorRingle, Christian M.
dc.date.accessioned2023-02-27T13:24:34Z
dc.date.available2023-02-27T13:24:34Z
dc.date.created2021-10-12T09:52:06Z
dc.date.issued2021
dc.identifier.issn0092-0703
dc.identifier.urihttps://hdl.handle.net/11250/3054314
dc.description.abstractMarketing researchers are increasingly taking advantage of the instrumental variable (IV)-free Gaussian copula approach. They use this method to identify and correct endogeneity when estimating regression models with non-experimental data. The Gaussian copula approach’s original presentation and performance demonstration via a series of simulation studies focused primarily on regression models without intercept. However, marketing and other disciplines’ researchers mainly use regression models with intercept. This research expands our knowledge of the Gaussian copula approach to regression models with intercept and to multilevel models. The results of our simulation studies reveal a fundamental bias and concerns about statistical power at smaller sample sizes and when the approach’s primary assumptions are not fully met. This key finding opposes the method’s potential advantages and raises concerns about its appropriate use in prior studies. As a remedy, we derive boundary conditions and guidelines that contribute to the Gaussian copula approach’s proper use. Thereby, this research contributes to ensuring the validity of results and conclusions of empirical research applying the Gaussian copula approach.en_US
dc.language.isoengen_US
dc.publisherSpringeren_US
dc.rightsNavngivelse 4.0 Internasjonal*
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/deed.no*
dc.subjectEndogeneityen_US
dc.subjectGaussian copulaen_US
dc.subjectIntercepten_US
dc.subjectLinear regressionen_US
dc.subjectMultilevel modelsen_US
dc.subjectSample sizeen_US
dc.subjectSimulationen_US
dc.titleRevisiting Gaussian copulas to handle endogenous regressorsen_US
dc.typePeer revieweden_US
dc.typeJournal articleen_US
dc.description.versionpublishedVersionen_US
dc.source.volume50en_US
dc.source.journalJournal of the Academy of Marketing Scienceen_US
dc.source.issue1en_US
dc.identifier.doi10.1007/s11747-021-00805-y
dc.identifier.cristin1945076
cristin.ispublishedtrue
cristin.fulltextoriginal
cristin.qualitycode2


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