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Are OLS Estimates of the Return to Schooling Biased Downward? Another Look
Blackburn, McKinley L. - 1993
We examine evidence on omitted-ability bias in estimates of the economic return to schooling, using proxies for …
Persistent link: https://www.econbiz.de/10012474703
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Predictive Regressions
Stambaugh, Robert F. - 1999
When a rate of return is regressed on a lagged stochastic regressor, such as a dividend yield, the regression disturbance is correlated with the regressor's innovation. The OLS estimator's finite-sample properties, derived here, can depart substantially from the standard regression setting....
Persistent link: https://www.econbiz.de/10012471691
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Asymptotics of least trimmed squares regression
Čížek, Pavel (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240283
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Multivariate regression with monotone missing observation of the dependent variables
Raats, V. M. (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001692504
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On the harm that pretesting does
Danilov, Dmitry L. (contributor); Magnus, Jan R. (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001582643
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Two-step sequential sampling for gamma distributations
Moors, Johannes J. A. (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001692514
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Estimating Log Models : To Transform or Not to Transform?
Manning, Willard G. - 1999
-variety statistical problems - skewness, kurtosis, and heteroscedasticity - can lead to an appreciable bias for some estimators or …
Persistent link: https://www.econbiz.de/10012471372
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One Instrument to Rule Them All : The Bias and Coverage of Just-ID IV
Angrist, Joshua D.; Kolesar, Michal - National Bureau of Economic Research - 2021
-ID) IV estimates using a single instrument are also biased, but the importance of weak-instrument bias in just-ID IV … to be reliable. We then show that an estimator that's unbiased given a population first-stage sign restriction has bias … shown to halve the median bias of conventional IV without reducing coverage. To the extent that sign-screening is already …
Persistent link: https://www.econbiz.de/10012660095
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When is TSLS Actually LATE?
Blandhol, Christine; Bonney, John; Mogstad, Magne; … - National Bureau of Economic Research - 2022
Linear instrumental variable estimators, such as two-stage least squares (TSLS), are commonly interpreted as estimating positively weighted averages of causal effects, referred to as local average treatment effects (LATEs). We examine whether the LATE interpretation actually applies to the types...
Persistent link: https://www.econbiz.de/10012814484
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An Adaptive Nonlinear Least Square Algorithm
Dennis, John E. - 1977
NL2SOL is a modular program for solving the nonlinear least-squares problem that incorporates a number of novel features. It maintains a secant approximation S to the second-order part of the least-squares Hessian and adaptively decides when to use this approximation. We have found it very...
Persistent link: https://www.econbiz.de/10012478936