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Dropping variables versus use of proxy variables in linear regression - MaRDI portal

Dropping variables versus use of proxy variables in linear regression (Q1918145)

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scientific article; zbMATH DE number 906615
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English
Dropping variables versus use of proxy variables in linear regression
scientific article; zbMATH DE number 906615

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    Dropping variables versus use of proxy variables in linear regression (English)
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    18 July 1996
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    dropping variables
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    proxy variables
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    matrix superiority
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    proxies
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    matrix mean square error criterion
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    least squares estimator
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