Correlation bias correction in two-way fixed-effects linear regression

Autor:	Simen Gaure
Rok vydání:	2014
Předmět:	Statistics and Probability Correlation Large matrices Ordinary least squares Linear regression Statistics Bias correction Omitted-variable bias Statistics Probability and Uncertainty Covariance Mathematics
Zdroj:	Stat. 3:379-390
ISSN:	2049-1573
Popis:	When doing two-way fixed-effects ordinary least squares estimations, both the variances and covariance of the fixed effects are biased. A formula for a bias correction is known, but in large datasets, it involves inverses of impractically large matrices. We detail how to compute the bias correction in this case. Copyright © 2014 John Wiley & Sons, Ltd.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::8c400c7267b291a9c18f8c0662925a5b https://doi.org/10.1002/sta4.68 Zobrazit plný text záznamu Plný text