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A new estimator for standard errors with few unbalanced clusters
Niccodemi, Gianmaria; Wansbeek, Tom - In: Econometrics : open access journal 10 (2022) 1, pp. 1-7
In linear regression analysis, the estimator of the variance of the estimator of the regression coefficients should take into account the clustered nature of the data, if present, since using the standard textbook formula will in that case lead to a severe downward bias in the standard errors....
Persistent link: https://www.econbiz.de/10012805054
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Sensitivity analysis of an ols multiple regression inference with respect to possible linear endogeneity in the explanatory variables, for both modest and for extremely large sampl...
Ashley, Richard A.; Parmeter, Christopher F. - In: Econometrics : open access journal 8 (2020) 1/11, pp. 1-24
) inference with respect to possible endogeneity in the explanatory variables of the usual k-variate linear multiple regression … whether any selected inference is "robust" versus "fragile." The usefulness of this sensitivity analysis-as a "screen" for …
Persistent link: https://www.econbiz.de/10012265401