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Endogeneity in High Dimensions
Most papers on high-dimensional statistics are based on the assumption that none of the regressors are correlated with the regression error, namely, they are exogenous. Yet, endogeneity can arise incidentally from a large pool of regressors in a high-dimensional regression. This causes the inconsist...
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| Publicado no: | Ann Stat |
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| Main Authors: | , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
2014
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4286899/ https://ncbi.nlm.nih.gov/pubmed/25580040 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1214/13-AOS1202 |
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