A note on the comparative performance of the Zheng and Elisson-Elisson tests form omitted variables in regression models

In this study, we compare the performance of the Zheng (1996) and Elisson-Elisson (2000) tests for omitted variable problems in parametric regression models. The study finds that the Elisson and Elisson test has better finite sample performance relative to the Zheng test. The results also confirm th...

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Main Author:	Dacuycuy, Lawrence B.
Format:	text
Published:	Animo Repository 2005
Subjects:	Instrumental variables (Statistics) Statistics and Probability
Online Access:	https://animorepository.dlsu.edu.ph/faculty_research/6784
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Institution:	De La Salle University

id	oai:animorepository.dlsu.edu.ph:faculty_research-7611
record_format	eprints
spelling	oai:animorepository.dlsu.edu.ph:faculty_research-76112022-09-14T03:17:50Z A note on the comparative performance of the Zheng and Elisson-Elisson tests form omitted variables in regression models Dacuycuy, Lawrence B. In this study, we compare the performance of the Zheng (1996) and Elisson-Elisson (2000) tests for omitted variable problems in parametric regression models. The study finds that the Elisson and Elisson test has better finite sample performance relative to the Zheng test. The results also confirm the suitability of the Elisson and Elisson test for testing models in multi dimensional settings. 2005-01-01T08:00:00Z text https://animorepository.dlsu.edu.ph/faculty_research/6784 Faculty Research Work Animo Repository Instrumental variables (Statistics) Statistics and Probability
institution	De La Salle University
building	De La Salle University Library
continent	Asia
country	Philippines Philippines
content_provider	De La Salle University Library
collection	DLSU Institutional Repository
topic	Instrumental variables (Statistics) Statistics and Probability
spellingShingle	Instrumental variables (Statistics) Statistics and Probability Dacuycuy, Lawrence B. A note on the comparative performance of the Zheng and Elisson-Elisson tests form omitted variables in regression models
description	In this study, we compare the performance of the Zheng (1996) and Elisson-Elisson (2000) tests for omitted variable problems in parametric regression models. The study finds that the Elisson and Elisson test has better finite sample performance relative to the Zheng test. The results also confirm the suitability of the Elisson and Elisson test for testing models in multi dimensional settings.
format	text
author	Dacuycuy, Lawrence B.
author_facet	Dacuycuy, Lawrence B.
author_sort	Dacuycuy, Lawrence B.
title	A note on the comparative performance of the Zheng and Elisson-Elisson tests form omitted variables in regression models
title_short	A note on the comparative performance of the Zheng and Elisson-Elisson tests form omitted variables in regression models
title_full	A note on the comparative performance of the Zheng and Elisson-Elisson tests form omitted variables in regression models
title_fullStr	A note on the comparative performance of the Zheng and Elisson-Elisson tests form omitted variables in regression models
title_full_unstemmed	A note on the comparative performance of the Zheng and Elisson-Elisson tests form omitted variables in regression models
title_sort	note on the comparative performance of the zheng and elisson-elisson tests form omitted variables in regression models
publisher	Animo Repository
publishDate	2005
url	https://animorepository.dlsu.edu.ph/faculty_research/6784
_version_	1767196615478607872

A note on the comparative performance of the Zheng and Elisson-Elisson tests form omitted variables in regression models

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