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Linear regression with many controls of limited explanatory power - MaRDI portal

Linear regression with many controls of limited explanatory power

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Publication:5164485

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DOI10.3982/QE1577zbMath1477.62175OpenAlexW3153608694MaRDI QIDQ5164485

Ulrich K. Müller, Chenchuan Li (Mark)

Publication date: 11 November 2021

Published in: Quantitative Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/qe1577

zbMATH Keywords

high dimensional linear regression invariance to linear reparameterizations L2 bound

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

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