| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w19054 |
| 来源ID | Working Paper 19054 |
| Unobservable Selection and Coefficient Stability: Theory and Validation | |
| Emily Oster | |
| 发表日期 | 2013-05-16 |
| 出版年 | 2013 |
| 语种 | 英语 |
| 摘要 | A common heuristic for evaluating robustness of results to omitted variable bias is to look at coefficient movements after inclusion of controls. This heuristic is informative only if selection on observables is proportional to selection on unobservables. I formalize this link, drawing on theory in Altonji, Elder and Taber (2005) and show how, with this assumption, coefficient movements, along with movements in R-squared values, can be used to calculate omitted variable bias. I discuss empirical implementation and describe a formal bounding argument to replace the coefficient movement heuristic. I show two validation exercises suggesting that this bounding argument would perform well empirically. I discuss application of this procedure to a large set of publications in economics, and use evidence from randomized studies to draw guidelines as to appropriate bounding values. |
| 主题 | Econometrics ; Health, Education, and Welfare ; Health |
| URL | https://www.nber.org/papers/w19054 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/576728 |
| 推荐引用方式 GB/T 7714 | Emily Oster. Unobservable Selection and Coefficient Stability: Theory and Validation. 2013. |
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