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~accessRights:"free"
~institution:"Department of Economics, McMaster University"
~institution:"European Regional Science Association"
~language:"afr"
~language:"eng"
~person:"Magee, Lonnie"
~subject:"weighting"
~type:"book"
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weighting
Nagar approximation
2
OLS bias
2
SCF
2
bias correction
2
finite sample moments
2
FAMEX
1
age
1
and the estimated bias is small and statistically insignificant
1
but has a higher MSE. A hypothesis test is given for the presence of this bias. The techniques are applied to survey data on food expenditure
1
but not always. In simulations
1
cohort
1
correlation
1
education
1
expenditure
1
income
1
jackknife and pairs bootstrap methods are equal to Op(n-3/2). Sometimes they are effective at lowering bias and MSE
1
older women
1
pairs bootstrap
1
pairs bootstrap The O(n-1) bias and O(n-2) MSE of OLS are derived for iid samples. An approach is suggested for handling nonexistent finite sample moments. Bias corrections based on plug-in
1
the bootstrap correction removes more bias than the others
1
wages
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English
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Magee, Lonnie
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Department of Economics, McMaster University
European Regional Science Association
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Quantitative Studies in Economics and Population Research Reports
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RePEc
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Ordinary Least Squares Bias and Bias Corrections for <em>iid</em> Samples
Magee, Lonnie
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Department of Economics, McMaster University
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2007
Persistent link: https://www.econbiz.de/10005181112
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