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TOPICOS DE ECONOMETRIA APLICADA Sesgo por Variable Omitida

TOPICOS DE ECONOMETRIA APLICADA Sesgo por Variable Omitida. Daniel Lema. Recordar el problema de sesgo por variables omitidas. Si el modelo es Y i = a 1 + b X i + g Z i + u i Pero tenemos datos solo para X

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TOPICOS DE ECONOMETRIA APLICADA Sesgo por Variable Omitida

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  1. TOPICOS DE ECONOMETRIA APLICADASesgo por Variable Omitida Daniel Lema

  2. Recordar el problema de sesgo por variables omitidas • Si el modelo es • Yi = a1+ bXi + gZi + ui Pero tenemos datos solo para X (un ejemplo clásico puede ser en ecuaciones de salarios la habilidad como variable omitida) plim b’ = b + g cov (X, Z)/var (X) (donde el ‘ representa el estimador)

  3. Recordar el problema de sesgo por variables omitidas • Yi = a1+ bXi + gZi + ui • El sentido del sesgo será:

  4. Algunos Resultados • Mincer (74) • lnY = 4.87 + 0.255 s – 0.0029 s2 – 0.0043sX + 0.148X - 0.0018X2 • R2 = 0.309 • Y=earnings

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