Proxies versus omitted variables in regression analysis

DOI10.1016/0024-3795(94)00591-5MaRDI QIDQ1914235zbMATH OpenOpenAlexFDO

Authors Paul A. Bekker, Tom Wansbeek

Publication date 21 August 1996

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0024-3795(94)00591-5

zbMATH Keywords

measurement errorordinary least squaresmetricinconsistency

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Basic linear algebra (15A99) Miscellaneous inequalities involving matrices (15A45)

Recommendations

• On the use of better measured proxies in regression analysis
• A note on bias from proxy variables with systematic errors
• Expected MSE of errors-in-variables and omitted variables models
• Bounding the Effects of Proxy Variables on Regression Coefficients
• Properties of the ordinary least squares and stein-rule predictions in linear regression models with proxy variables

Cites work

• scientific article; zbMATH DE number 3940575 (Why is no real title available?)
• A Note on the Use of Proxy Variables
• Comment on Identification in the Linear Errors in Variables Model
• Consistent Sets of Estimates for Regressions with Correlated or Uncorrelated Measurement Errors in Arbitrary Subsets of all Variables
• Consistent Sets of Estimates for Regressions with Errors in All Variables
• Extending the Classical Normal Errors-in-Variables Model
• MSE dominance of least squares with errors-of-observation
• On Deriving the Inverse of a Sum of Matrices
• Relative Asymptotic Bias from Errors of Omission and Measurement
• Schur complements and statistics
• Specification Error Analysis with Stochastic Regressors
• The positive semidefiniteness of partitioned matrices

Cited in

(9)

• Solving the omitted variables problem of regression analysis using the relative vertical position of observations
• Proxy and instrumental variable methods in a regression model with one of the regressors missing
• On the use of better measured proxies in regression analysis
• A note on bias from proxy variables with systematic errors
• Expected MSE of errors-in-variables and omitted variables models
• A note on the use of a proxy variable in testing hypothesis
• On the use of a proxy variable in the test for homoscedasticity
• Tackling the omitted variables problem without the strong assumptions of proxies
• On the robustness of coefficient estimates to the inclusion of proxy variables

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