Timeline for Why is the variance of 2SLS bigger than that of OLS?
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| Nov 12, 2023 at 16:24 | comment | added | Athaeneus | If we account for multiple variables, in the denominator of $Avar$ for OLS we get $(1-R_{x}^2)$ which is an auxilary regression of $x$ according to all other regressors. Can we say we would also get it also in case of $Avar$ for IV? | |
| Oct 27, 2016 at 18:02 | history | edited | Repmat | CC BY-SA 3.0 | deleted 114 characters in body |
| Oct 27, 2016 at 17:57 | history | answered | Repmat | CC BY-SA 3.0 |