Table 7. Test of endogeneity (Gaussian... | Emerald Publishing

Table 7.

Test of endogeneity (Gaussian copula method)

Test	Construct	Coefficient	p-value
Gaussian copula of model 1 (endogenous variable: AI-based stakeholder engagement)	Marketing agility	0.496	0.000
	AI-based stakeholder engagement	0.844	0.000
	^cAI-based stakeholder engagement	−0.352	0.055
Gaussian copula of model 2 (endogenous variable: Marketing agility)	Marketing agility	0.593	0.000
	AI-based stakeholder engagement	0.401	0.000
	^cMarketing agility	−0.075	0.362
Gaussian copula of model 3 (endogenous variables: Marketing agility and AI-based stakeholder engagement)	Marketing agility	0.593	0.000
	AI-based stakeholder engagement	0.844	0.000
	^cMarketing agility	−0.075	0.362
	^cAI-based stakeholder engagement	−0.352	0.055

Test	Construct	Coefficient	p-value
Gaussian copula of model 1 (endogenous variable: AI-based stakeholder engagement)	Marketing agility	0.496	0.000
	AI-based stakeholder engagement	0.844	0.000
	^cAI-based stakeholder engagement	−0.352	0.055
Gaussian copula of model 2 (endogenous variable: Marketing agility)	Marketing agility	0.593	0.000
	AI-based stakeholder engagement	0.401	0.000
	^cMarketing agility	−0.075	0.362
Gaussian copula of model 3 (endogenous variables: Marketing agility and AI-based stakeholder engagement)	Marketing agility	0.593	0.000
	AI-based stakeholder engagement	0.844	0.000
	^cMarketing agility	−0.075	0.362
	^cAI-based stakeholder engagement	−0.352	0.055

Note(s):

^cindicates the copula term in the model

Source(s): Authors’ own work