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On the Robustness of Racial Disrcimination Findings in Motgage Lending Studies

Clarke, Judith A.; Roy, Nilanjana; Courchane, Marsha J. - Department of Economics, University of Victoria - 2006

the current use of the logit link. Based on several features of our results, we advocate regular use of a resampling …

Persistent link: https://www.econbiz.de/10005800935

On the Robustness of Racial Discrimination Findings in Mortgage Lending Studies

Clarke, Judith A.; Courchane, Marsha J.; Roy, Nilanjana - Department of Economics, University of Victoria - 2005

The binary logistic regression or logit link model is commonly used to test for racial disparate treatment in … undertaken by the OCC. We consider the impact of the logit link assumption, as this determines how race affects the likelihood of …, rather than being drawn via simple random sampling, moving away from the logit link complicates estimation; it is no longer …

Persistent link: https://www.econbiz.de/10005750312

On Weighted Estimation in Linear Regression in th Presence of Parameter Uncertainty

Clarke, Judith A. - Department of Economics, University of Victoria - 2007

We consider estimating the linear regression model’s coefficients when there is uncertainty about coefficient restrictions. Theorems establish that the mean squared errors of combination estimators, formed as weighted averages of the ordinary least squares and one or more restricted least...

Persistent link: https://www.econbiz.de/10005750321