Investigating omitted variable bias in regression parameter estimation: a genetic algorithm approach

DOI10.1016/J.CSDA.2005.04.003MaRDI QIDQ959367zbMATH OpenOpenAlexWikidataFDO

Authors David N. Sessions, Lonnie K. Stevans

Publication date 11 December 2008

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2005.04.003

zbMATH Keywords

genetic algorithmomitted variablesbiased estimatesregressions

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

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Cites work

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• A Note on the Use of Proxy Variables
• Correcting for Omitted-Variables and Measurement-Error Bias in Regression with an Application to the Effect of Lead on IQ
• Finding near-optimal Bayesian experimental designs via genetic algorithms
• MSE dominance of least squares with errors-of-observation
• Relative Asymptotic Bias from Errors of Omission and Measurement

Cited in

(7)

• Solving the omitted variables problem of regression analysis using the relative vertical position of observations
• Testing omitted variables in VARs
• Reducing errors-in-variables bias in linear regression using compact genetic algorithms
• The impact of correlated and/or interacting predictor omission on estimated regression coefficients in linear regression
• The fuzzy approach to statistical analysis
• Eliminating the omitted variable bias by a regime-switching approach
• Bias correction through filtering omitted variables and instruments

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