Quantifying R2 bias in the presence of measurement error
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DOI: 10.1080/02664760902814542
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References listed on IDEAS
- Kumar, Mahesh & Patel, Nitin R., 2007. "Clustering data with measurement errors," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 6084-6101, August.
- Schechtman, E. & Spiegelman, C., 2007. "Mitigating the effect of measurement errors in quantile estimation," Statistics & Probability Letters, Elsevier, vol. 77(5), pages 514-524, March.
- Hernandez, Monica & Pudney, Stephen, 2007.
"Measurement error in models of welfare participation,"
Journal of Public Economics, Elsevier, vol. 91(1-2), pages 327-341, February.
- Pudney, Stephen & Hernandez, Monica, 2006. "Measurement error in models of welfare participation," ISER Working Paper Series 2006-29, Institute for Social and Economic Research.
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Cited by:
- Wen He & Hwee Cheng Tan & Leon Wong, 2020. "Return windows and the value relevance of earnings," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(3), pages 2549-2583, September.
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More about this item
Keywords
measurement error; regression analysis; R2; bias correction; gage R&R;All these keywords.
JEL classification:
- R2 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Household Analysis
Statistics
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