Keywords
StatisticsLinear regressionReduction (mathematics)EconometricsRegressionMathematicsComputer science
Related Publications
Balanced Repeated Replications for Standard Errors
Abstract Balanced repeated replications (BRR) is a general method for computing standard errors. It is useful when mathematical distribution theory is impractical or lacking, an...
Cluster-Sample Methods in Applied Econometrics
Inference methods that recognize the clustering of individual observations have been available for more than 25 years. Brent Moulton (1990) caught the attention of economists wh...
Application of hierarchical linear models to assessing change.
Developments over the past 10 years in the statistical theory of hierarchical linear models (HLMs) now enable an integrated approach for (a) studying the structure of individua...
The many weak instruments problem and Mendelian randomization
Instrumental variable estimates of causal effects can be biased when using many instruments that are only weakly associated with the exposure. We describe several techniques to ...
Asymptotic Theory for ARCH Models: Estimation and Testing
In the context of a linear dynamic model with moving average errors, we consider a heteroscedastic model which represents an extension of the ARCH model introduced by Engle [4]....
Publication Info
- Year
- 2003
- Type
- article
- Volume
- 48
- Issue
- 6
- Pages
- 677-682
- Citations
- 328
- Access
- Closed
External Links
Citation Metrics
328
OpenAlex
Cite This
Daniel F. McCaffrey,
Robert M. Bell
(2003).
Bias reduction in standard errors for linear regression with multi-stage samples.
Quality Engineering
, 48
(6)
, 677-682.