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On Standard-Error-Decreasing Complementarity: Why Collinearity is Not the Whole Story
There is a widespread belief among economists that adding additional variables to a regression model causes higher standard errors. This note shows that, in general, this belief is unfounded and that the impact of adding variables on coefficients’ standard errors is unclear. The concept of standard-...
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| 发表在: | MAGKS - Joint Discussion Paper Series in Economics (Band 03-2017) |
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| 主要作者: | |
| 格式: | 文件 |
| 语言: | 英语 |
| 出版: |
Philipps-Universität Marburg
2017
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| 主题: | |
| 在线阅读: | PDF-Volltext |
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MAGKS - Joint Discussion Paper Series in Economics