A bias test for heteroscedastic linear least-squares regression
Econometrics
2025-08-25 v1
Abstract
Linear least squares regression is subject to bias due to an omitted variable, a mismeasured regressor, or simultaneity. A simple test to detect the bias is proposed and explored in simulation and in real data sets.
Keywords
Cite
@article{arxiv.2508.15969,
title = {A bias test for heteroscedastic linear least-squares regression},
author = {Eric Blankmeyer},
journal= {arXiv preprint arXiv:2508.15969},
year = {2025}
}