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

DOI10.1016/J.CSDA.2005.04.003zbMATH Open1445.62175OpenAlexW2083090549WikidataQ123139453 ScholiaQ123139453MaRDI QIDQ959367FDOQ959367

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

Recommendations

• Correcting for omitted-variable and measurement-error bias in autoregressive model estimation with panel data
• The impact of correlated and/or interacting predictor omission on estimated regression coefficients in linear regression
• Reducing errors-in-variables bias in linear regression using compact genetic algorithms
• Eliminating the omitted variable bias by a regime-switching approach
• A convenient omitted variable bias formula for treatment effect models

zbMATH Keywords

genetic algorithmomitted variablesbiased estimatesregressions

Mathematics Subject Classification ID

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

Cites Work

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• Finding near-optimal Bayesian experimental designs via genetic algorithms
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• MSE dominance of least squares with errors-of-observation
• Relative Asymptotic Bias from Errors of Omission and Measurement
• 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

Cited In (7)

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

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