G2TT
来源类型Working Paper
规范类型论文
The Bias from Misspecification of Control Variables as Linear
Leonard Goff
发表日期2014-11-20
出版年2014
页码DP 14-41
语种英语
摘要

We characterize the asymptotic bias that arises in ordinary least squares regression when control variables have nonlinear effects on an outcome variable, but are assumed to enter the regression equation linearly. We show that this bias can be larger than that from omitting such variables altogether, or may vanish entirely despite the nonlinearity. We find that under a natural assumption an upper bound to the magnitude of the bias may be estimated from the data, and consider examples of the bias through Monte Carlo simulations.

主题Environmental Economics Topics
URLhttp://www.rff.org/research/publications/bias-misspecification-control-variables-linear
来源智库Resources for the Future (United States)
资源类型智库出版物
条目标识符http://119.78.100.153/handle/2XGU8XDN/41334
推荐引用方式
GB/T 7714
Leonard Goff. The Bias from Misspecification of Control Variables as Linear. 2014.
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