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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 |
URL | http://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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