Testing regression coefficients after model selection through sign restrictions

C-Tier
Journal: Economics Letters
Year: 2010
Volume: 107
Issue: 2
Pages: 220-223

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Following a general-to-specific modelling strategy, empirical economists sometimes delete variables with "wrong" signs from a regression equation. Such an elementary model selection step may affect subsequent inference. We determine the post-model-selection [PMS] effect analytically and numerically.

Technical Details

RePEc Handle
repec:eee:ecolet:v:107:y:2010:i:2:p:220-223
Journal Field
General
Author Count
1
Added to Database
2026-01-25