Journal ArticleDOI
The Use of Proxy Variables When One or Two Independent Variables are Measured with Error
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This article is published in The American Statistician.The article was published on 1976-08-01. It has received 15 citations till now. The article focuses on the topics: Proxy (statistics) & Regression analysis.read more
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Book ChapterDOI
Chapter 23 Latent variable models in econometrics
TL;DR: In this paper, the essential characteristic of a latent variable is revealed by the fact that the system of linear structural equations in which it appears cannot be manipulated so as to express the variable as a function of measured variables only.
Journal ArticleDOI
Testing linear restrictions on coefficients in a linear regression model with proxy variables and spherically symmetric disturbances
Kazuhiro Ohtani,Judith A. Giles +1 more
TL;DR: In this article, the power function of the classical F test for linear restrictions on the coefficients in a linear regression model with spherically symmetric disturbances when proxies are used in the place of unobservable regressors is considered.
Journal ArticleDOI
Empirical Analysis of Soviet Agricultural Production and Policy
TL;DR: In this paper, the authors employ production function analysis to examine a number of pivotal issues concerning the Soviet agricultural sector, such as the rationality of agricultural factor pricing, the nature of agricultural returns to scale in the USSR, and the scope of factor substitution in that country.
Journal ArticleDOI
Balanced variable addition in linear models
TL;DR: In this article, the authors study the effect of moving from a short regression to a long regression in a setting where both regressions are subject to misspecification and provide a simple interpretation for the comparison of the inconsistencies and study under which conditions the additional regressors in the long regression represent a balanced addition to the short regression.
References
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Journal ArticleDOI
Elements of Econometrics.
Ian Domowitz,Jan Kmenta +1 more
TL;DR: The Elements of Econometrics as mentioned in this paper is a textbook for upper-level undergraduate and master's degree courses and may usefully serve as a supplement for traditional Ph.D. courses in economics.
Book
Elements of econometrics
TL;DR: The emphasis is on simplification whenever possible, assuming the readers know college algebra and basic calculus, and Jan Kmenta explains all methods within the simplest framework, and generalizations are presented as logical extensions of simple cases.
Journal ArticleDOI
Relative asymptotic bias from errors of omission and measurement
Journal ArticleDOI
MSE dominance of least squares with errors-of-observation
TL;DR: In this article, the analysis is expanded to consider variance in addition to bias in the criterion function, and the major finding is that although inclusion of the proxy is not a superior strategy unequivocally, it is recommended over a broad range of empirical situations.