Regression Models with Data-based Indicator Variables*
نویسندگان
چکیده
منابع مشابه
Regression Models with Data-based Indicator Variables
OLS estimation of an impulse-indicator coefficient is inconsistent, but its variance can be consistently estimated. Although the ratio of the inconsistent estimator to its standard error has a tdistribution, that test is inconsistent: one solution is to form an index of indicators. We provide Monte Carlo evidence that including a plethora of indicators need not distort model selection, permitti...
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Most discussions of ordinal variables in the sociological literature debate the suitability of linear regression and structural equation methods when some variables are ordinal. Largely ignored in these discussions are methods for ordinal variables that are natural extensions of probit and logit models for dichotomous variables. If ordinal variables are discrete realizations of unmeasured conti...
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ژورنال
عنوان ژورنال: Oxford Bulletin of Economics and Statistics
سال: 2005
ISSN: 0305-9049,1468-0084
DOI: 10.1111/j.1468-0084.2005.00132.x