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 a derivatio...

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Principais autores:	Richard A. Ashley, Christopher F. Parmeter
Formato:	Artigo
Idioma:	Inglês
Publicado em:	MDPI AG 2020-03-01
coleção:	Econometrics
Assuntos:	robustness exogeneity multiple regression inference instrumental variables large samples big data
Acesso em linha:	https://www.mdpi.com/2225-1146/8/1/11
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