Table 8 Gaussian copula test of... | Emerald Publishing

Table 8

Gaussian copula test of endogeneity

	Variable relationships	Beta coefficient	p-values
Model 1	GC (IAQ → EB) → EB	−0.66	0.171
Model 2	GC (EB → FMT) → FMT	0.237	0.3
Model 3	GC (IAQ → FMT) → FMT	−0.067	0.407
Model 4	GC (IAQ → EB) → EB	−0.66	0.171
Model 4	GC (EB → FMT) → FMT	0.667	0.081
Model 5	GC (IAQ → EB) → EB	−0.66	0.171
Model 5	GC (IAQ → FMT) → FMT	−0.067	0.407
Model 6	GC (EB → FMT) → FMT	−0.643	0.204
Model 6	GC (IAQ → FMT) → FMT	−0.692	0.06
Model 7	GC (IAQ → EB) → EB	−0.66	0.342
	GC (EB → FMT) → FMT	−0.085	0.854
	GC (IAQ → FMT) → FMT	−0.754	0.086

	Variable relationships	Beta coefficient	p-values
Model 1	GC (IAQ → EB) → EB	−0.66	0.171
Model 2	GC (EB → FMT) → FMT	0.237	0.3
Model 3	GC (IAQ → FMT) → FMT	−0.067	0.407
Model 4	GC (IAQ → EB) → EB	−0.66	0.171
Model 4	GC (EB → FMT) → FMT	0.667	0.081
Model 5	GC (IAQ → EB) → EB	−0.66	0.171
Model 5	GC (IAQ → FMT) → FMT	−0.067	0.407
Model 6	GC (EB → FMT) → FMT	−0.643	0.204
Model 6	GC (IAQ → FMT) → FMT	−0.692	0.06
Model 7	GC (IAQ → EB) → EB	−0.66	0.342
	GC (EB → FMT) → FMT	−0.085	0.854
	GC (IAQ → FMT) → FMT	−0.754	0.086

Note(s): GC=Gaussian copula

Source(s): Primary data