Local sensitivity and diagnostic tests

DOI10.1111/j.1368-423X.2007.00204.xzbMath1116.62078MaRDI QIDQ3594917

Jan R. Magnus, Andrey L. Vasnev

Publication date: 9 August 2007

Published in: The Econometrics Journal (Search for Journal in Brave)

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62H12: Estimation in multivariate analysis

62J05: Linear regression; mixed models

62J20: Diagnostics, and linear inference and regression

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The determinants of cumulative endogeneity bias in multivariate analysis

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