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A bias test for heteroscedastic linear least-squares regression

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  • Eric Blankmeyer

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.

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  • Eric Blankmeyer, 2025. "A bias test for heteroscedastic linear least-squares regression," Papers 2508.15969, arXiv.org.
    • Handle: RePEc:arx:papers:2508.15969
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    File URL: http://arxiv.org/pdf/2508.15969
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