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# Questions tagged [regression]

In statistics, regression analysis is a statistical process for estimating the relationships among variables. It includes many techniques for modeling and analyzing several variables, when the focus is on the relationship between a dependent variable and one or more independent variables (or 'predictors').

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### What happens if the “control variables” are also endogenous?

I work in Political Economy, and a lot of the models include "innocent" control variables such as population, inequality, colonial legacy, etc. so that the author can claim unbiasedness on their ...
2answers
470 views

### Regression over the whole population

What's the meaning of the standard error of a coefficient in a regression when the whole population is included? I've been so puzzled by this question. Because it seems to me, standard errors make no ...
1answer
308 views

### Alternative way of deriving OLS coefficients

In another question of mine, an answerer used the following derivation of OLS coefficient: We have a model: $$Y = X_1 \beta + X_2 \beta_2 + Z \gamma + \varepsilon,$$ where $Z$ is unobserved. Then ...
2answers
12k views

### Outputting Regressions as Table in Python (similar to outreg in stata)?

Anyone know of a way to get multiple regression outputs (not multivariate regression, literally multiple regressions) in a table indicating which different independent variables were used and what the ...
1answer
148 views

### Literature on factors affecting number of houses built

Is there any existing literature on the various factors affecting the number of houses constructed in a particular city over, say, a given month? Factors might include: quality of housing stock, a ...
3answers
123 views

### More complex than simple and multiple regressions?

I am currently in an Econometrics class that requires us to write a research paper that showcases our skills in regression/ modeling. What is slightly more complex than simple and multiple ...
3answers
5k views

### Robust Standard Errors in Fixed Effects Model (using Stata)

I'm trying to figure out the commands necessary to replicate the following table in Stata. This table is taken from Chapter 11, p. 357 of Econometric Analysis of Cross Section and Panel Data, Second ...
1answer
4k views

### How do I calculate price elasticity of demand using historical price and quantity data?

I work for a company that produces retail items and I am tasked with calculating the price elasticity of demand for a subcategory that shall remain unnamed. I have 5 years of monthly market data that ...
1answer
157 views

### How to specify a Diff-In-Diff Regression with multiple time periods?

I'm working on analysing experimental data for a thesis project. The data consists of subjects performing the same task over five rounds, and I'm interested in the difference in trends between ...
2answers
285 views

### Proof coefficient in log-log model is equal to coefficient of elasticity

I am trying to see how we treat $\varepsilon$ in the following proof: Suppose we have a log-log single variable regression model $$\ln(y) = \alpha + \beta \ln(x) + \varepsilon$$ then take partial ...
2answers
525 views

### Estimating price elasticity of demand

I have 25 quarterly observations and I want to estimate price elasticity of demand. I intented to use GMM-IV estimator. However, I read that it is not good for small samples. What can you suggest me? ...
4answers
2k views

### Alternative to linear regression

I'm third year economics student and all econometrics we had so far and basically all empirical studies in economic subjects we had so far are linear regression. Is there any alternative, can anyone ...
2answers
574 views

### Including (demand) price elasticity in a price regression model

I am wondering how to include price elasticity (demand side) in a linear price regression model that is based on asuming price is the result of demand=supply. Constructing a price regression under ...
1answer
183 views

### Is a hedonic regression a reduced-form?

If house prices are a function of location, physical characteristics and an error term i.e. house_price = f (location, physical, e) And I estimate a regression with the log of house price as my ...
1answer
50 views

### What R-squared is a low R-squared?

I keep hearing that R-squared does not really matter in economics research and that due to the unpredictable human nature, economics research regressions tend to have low R-squared. But how much is ...
2answers
336 views

### conditional mean and conditional median

In Wooldridge's book (Page 452), it says When linear absolute deviation (LAD) methods are applied alongside OLS, thre are often reasons to think a priori that OLS and LAD will not produce similar ...
3answers
88 views

### Does endogeneity matter when neither independent variable nor error term are correlated with dependent variable?

if the double arrows show that X and the error term are correlated, but that neither variable affects Y, is endogeneity a problem in this scenario? Why or why not?
1answer
356 views

### Confounding versus endogenous variables. What is their relative hierarchical position?

There are valuable resources on the lexicon of types of variables quickly accessible, such as here. However, some of these concepts appear side-by-side often enough to make them confusing. For ...
1answer
44 views