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...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2020-03-01
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Series: | Econometrics |
Subjects: | |
Online Access: | https://www.mdpi.com/2225-1146/8/1/11 |