Return of the Phantom Menace Omitted Variable Bias in Political Research
Return of the Phantom Menace Omitted Variable Bias in Political Research
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DOI：
10.1177/0738894208097666
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发表时间：
2009-02-01
影响因子：
2.1
通讯作者：
Clarke, Kevin A.
中科院分区：
文献类型：
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作者：
Clarke, Kevin A.
学者们通常认为，遗漏变量偏倚所带来的危险可以通过包含大量相关控制变量来改善。然而，回归分析的数学中没有任何东西支持这一结论。本文超越了教科书的处理省略变量的偏差和显示，无论是OLS和广义线性模型，包括额外的控制变量可能会增加或减少的偏差，我们不能确定这是在任何特定情况下的情况。本文的最后一部分展示了如何使用正式的敏感性分析来确定遗漏的变量是否是一个问题。一个具体的例子演示了该方法。
Scholars often assume that the danger posed by omitted variable bias can be ameliorated by the inclusion of large numbers of relevant control variables. However, there is nothing in the mathematics of regression analysis that supports this conclusion. This paper goes beyond textbook treatments of omitted variable bias and shows, both for OLS and for generalized linear models, that the inclusion of additional control variables may increase or decrease the bias, and we cannot know for sure which is the case in any particular situation. The last section of the paper shows how formal sensitivity analysis can be used to determine whether omitted variables are a problem. A substantive example demonstrates the method.