Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Relative Asymptotic Bias from Errors of Omission and Measurement - MaRDI portal

Relative Asymptotic Bias from Errors of Omission and Measurement

From MaRDI portal
Publication:5674267

DOI10.2307/1912970zbMath0258.62063OpenAlexW2048026149MaRDI QIDQ5674267

Bennett T. McCallum

Publication date: 1972

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1912970




Related Items (23)

Proxies versus omitted variables in regression analysisAssessing consumer demand with noisy neural measurementsDropping variables versus use of proxy variables in linear regressionA note on the use of a proxy variable in testing hypothesisOn the use of a proxy variable in the test for homoscedasticityThe exact distribution and density functions of a pre-test estimator of the error variance in a linear regression model with proxy variablesA note on bias from proxy variables with systematic errorsExpected MSE of errors-in-variables and omitted variables modelsEliminating the omitted variable bias by a regime-switching approachThe effects of the proxy information on the iterative Stein-rule estimator of the disturbance varianceBias correction through filtering omitted variables and instrumentsInvestigating omitted variable bias in regression parameter estimation: a genetic algorithm approachSuperiority comparisons of heterogeneous linear estimatorsMSE dominance of least squares with errors-of-observationThe role of proxy information in missing data analysisComparison of the Iterative Stein-Rule and the Usual Estimators of the Disturbance Variance Under the Pitman Nearness Criterion in a Linear Regression Model with Proxy VariablesPMSE performance of the Stein-rule and positive-part Stein-rule estimators in a regression model with or without proxy variablesProperties of the ordinary least squares and stein-rule predictions in linear regression models with proxy variablesPMSE dominance of the positive-part shrinkage estimator in a regression model with proxy variablesTesting linear restrictions on coefficients in a linear regression model with proxy variables and spherically symmetric disturbancesInflation of Type I error rate in multiple regression when independent variables are measured with errorSome sampling properties of the two-stage test in a linear regression with a proxy variableThe relevance of large sample properties of estimators for the errors-in-variables model:a monte carlo study




This page was built for publication: Relative Asymptotic Bias from Errors of Omission and Measurement