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Savaris et al (2021) erroneously interpreted their regressions

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  • Góes, Carlos

    (University of California - San Diego)

Abstract

Savaris et al. (2021) aim at "verifying if staying at home had an impact on mortality rates." This short note shows that the methodology they have applied in their paper does not allow them to do so. An estimated coefficient β≈0 does not imply that there is no association between the variables in either country. Rather, their pairwise difference regressions are computing coefficients that are weighted-averages of region-specific time series regressions, such that it is possible that the association is significant in both regions but their weighted-averages are close to zero. Therefore, the results do not back up the conclusions of the paper.

Suggested Citation

  • Góes, Carlos, 2021. "Savaris et al (2021) erroneously interpreted their regressions," OSF Preprints kczrn, Center for Open Science.
  • Handle: RePEc:osf:osfxxx:kczrn
    DOI: 10.31219/osf.io/kczrn
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    References listed on IDEAS

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    1. Pesaran, M. Hashem & Smith, Ron, 1995. "Estimating long-run relationships from dynamic heterogeneous panels," Journal of Econometrics, Elsevier, vol. 68(1), pages 79-113, July.
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