A bias test for heteroscedastic linear least-squares regression
Eric Blankmeyer
Papers from arXiv.org
Abstract:
Linear least squares regression is subject to bias due to an omitted variable, a mismeasured regressor, or simultaneity. A simple test to detect the bias is proposed and explored in simulation and in real data sets.
Date: 2025-08
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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:2508.15969
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