Bounding the Effects of Proxy Variables on Regression Coefficients

DOI10.2307/1911312zbMath0605.62140OpenAlexW2069088815MaRDI QIDQ3742592

William S. Krasker, John W. Pratt

Publication date: 1986

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1911312

zbMATH Keywords

intervalsalgorithmproxy variablessmallest correlationerrors-in- variablesmultiple-proxy problemsigns of the regression coefficients

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (6)

Bounding parameters in a linear regression model with a mismeasured regressor using additional information ⋮ Bounding the effects of proxy variables on instrumental-variables coefficients ⋮ Bounding mean regressions when a binary regressor is mismeasured ⋮ A note on bias from proxy variables with systematic errors ⋮ Testing linear restrictions on coefficients in a linear regression model with proxy variables and spherically symmetric disturbances ⋮ Measurement error in multiple equations: Tobin's \(q\) and corporate investment, saving, and debt

This page was built for publication: Bounding the Effects of Proxy Variables on Regression Coefficients