Saved in:
| Main Author: | |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2508.15969 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866914000684449792 |
|---|---|
| author | Blankmeyer, Eric |
| author_facet | Blankmeyer, Eric |
| contents | Linear least squares regression is subject to bias due to an omitted variable, a mismeasured regressor, or simultaneity. A simple test to detect the bias is proposed and explored in simulation and in real data sets. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2508_15969 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | A bias test for heteroscedastic linear least-squares regression Blankmeyer, Eric Econometrics Linear least squares regression is subject to bias due to an omitted variable, a mismeasured regressor, or simultaneity. A simple test to detect the bias is proposed and explored in simulation and in real data sets. |
| title | A bias test for heteroscedastic linear least-squares regression |
| topic | Econometrics |
| url | https://arxiv.org/abs/2508.15969 |