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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Detaylı Bibliyografya
Yayımlandı:MAGKS - Joint Discussion Paper Series in Economics (Band 03-2017)
Yazar: Hayo, Bernd
Materyal Türü: Makale
Dil:İngilizce
Baskı/Yayın Bilgisi: Philipps-Universität Marburg 2017
Konular:
Online Erişim:PDF Tam Metin
Etiketler: Etiketle
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