Sensitivity Analysis of an OLS Multiple Regression Inference with Respect to Possible Linear Endogeneity in the Explanatory Variables, for Both Modest and for Extremely Large Samples

Sensitivity Analysis of an OLS Multiple Regression Inference with Respect to Possible Linear Endogeneity in the Explanatory Variables, for Both Modest and for Extremely Large Samples

This work describes a versatile and readily-deployable sensitivity analysis of an ordinary least squares (OLS) inference with respect to possible endogeneity in the explanatory variables of the usual <i>k</i>-variate linear multiple regression model. This sensitivity analysis is based on...

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Bibliographic Details
Main Authors: Richard A. Ashley, Christopher F. Parmeter
Format: Article
Language:English
Published: MDPI AG 2020-03-01
Series:Econometrics
Subjects:
robustness
exogeneity
multiple regression
inference
instrumental variables
large samples
big data
Online Access:https://www.mdpi.com/2225-1146/8/1/11

Internet

https://www.mdpi.com/2225-1146/8/1/11

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