Proxies versus omitted variables in regression analysis

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4 Citaten (Scopus)


When some variables to be used in a regression analysis contain measurement error, the OLS estimator will be inconsistent. When these variables are left out, OLS will also be inconsistent. In an appropriate metric the first type of inconsistency is smaller than the second type.

Originele taal-2English
Pagina's (van-tot)301 - 312
Aantal pagina's12
TijdschriftLinear Algebra and Its Applications
StatusPublished - apr.-1996

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