论文标题
省略变量对回归系数符号的影响
The Effect of Omitted Variables on the Sign of Regression Coefficients
论文作者
论文摘要
我们表明，根据如何衡量省略变量的影响，省略变量可以更容易翻转系数符号，而不是将它们驱动到零。这种行为发生在“ Oster's Delta”（Oster 2019）中，这是一个广泛报道的鲁棒性措施。因此，任何时候此措施都很大 - 表明省略的变量可能不重要 - 较小的值会逆转感兴趣的参数的符号。我们提出了一种修改的鲁棒性衡量标准，以解决这一问题。我们在四个经验应用和两个荟萃分析中说明了结果。我们在伴侣Stata模块调节性中实现方法。
We show that, depending on how the impact of omitted variables is measured, it can be substantially easier for omitted variables to flip coefficient signs than to drive them to zero. This behavior occurs with "Oster's delta" (Oster 2019), a widely reported robustness measure. Consequently, any time this measure is large -- suggesting that omitted variables may be unimportant -- a much smaller value reverses the sign of the parameter of interest. We propose a modified measure of robustness to address this concern. We illustrate our results in four empirical applications and two meta-analyses. We implement our methods in the companion Stata module regsensitivity.
