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winsorizing may induce or exacerbate bias. We term this source of bias Iatrogenic' (or econometrician induced) error. The …
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processes found in most social-science data, such procedures can induce or exacerbate bias, and even inflate the variance … estimates. We term this source of bias "Iatrogenic" (or econometrician induced) error. Monte Carlo simulations and empirical …
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winsorizing may induce or exacerbate bias. We term this source of bias Iatrogenic' (or econometrician induced) error. The …
Persistent link: https://www.econbiz.de/10012469167
We compare the ability of three measurement error remedies to deliver unbiased estimates of coefficients in investment regressions. We examine high-order moment estimators, dynamic panel estimators, and simple instrumental variables estimators that use lagged mismeasured regressors as...
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