Publication: Neglected heterogeneity, Simpson’s paradox, and the anatomy of least squares
Neglected heterogeneity, Simpson’s paradox, and the anatomy of least squares
Date
Date
Date
Citations
Winkelmann, R. (2023). Neglected heterogeneity, Simpson’s paradox, and the anatomy of least squares (No. 426; Working Paper Series / Department of Economics).
Abstract
Abstract
Abstract
When a sample combines data from two or more groups, multivariate regression yields a matrix-weighted average of the group-specific coefficient vectors. However, it is possible that the weighted average of a specific coefficient falls outside the range of the group-specific coefficients, and it may even have a different sign compared to both group-level coefficients, a manifestation of Simpson's paradox. The result of the combined regression is then prone to misinterpretation. The purpose of this paper is to raise awareness of this pr
Metrics
Downloads
Views
Citations
Additional indexing
Creators (Authors)
Series Name
Series Name
Series Name
Item Type
Item Type
Item Type
JEL Classification
JEL Classification
JEL Classification
Keywords
Scope
Scope
Scope
Language
Language
Language
Publication date
Publication date
Publication date
Date available
Date available
Date available
Number of pages
Number of pages
Number of pages
ISSN or e-ISSN
ISSN or e-ISSN
ISSN or e-ISSN
Additional Information
Additional Information
Additional Information
OA Status
OA Status
OA Status
Other Identification Number
Other Identification Number
Other Identification Number
Related URLs
Related URLs
Related URLs
Metrics
Downloads
Views
Citations
Citations
Winkelmann, R. (2023). Neglected heterogeneity, Simpson’s paradox, and the anatomy of least squares (No. 426; Working Paper Series / Department of Economics).
