Influence functions for linear regression (with an application to regression adjustment)
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- Ben Jann, 2020. "Influence functions continued. A framework for estimating standard errors in reweighting, matching, and regression adjustment," University of Bern Social Sciences Working Papers 35, University of Bern, Department of Social Sciences, revised 31 Aug 2020.
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Keywordsinfluence function; sampling variance; sampling weights; standard error; linear regression; mean difference; regression adjustment; average treatment effect; causal inference;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ECM-2019-04-08 (Econometrics)
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