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Mis-Specification

Assumption 1. Y=Xβ+ε

a. What if the true specification is Y=Xβ+Zγ+ε but we leave out the relevant variable Z?

Then the error in the estimated euation is reall! the sum Zβ+ε. "ultipl! the true re#ression b!

X$ to #et the mis%specified &'()

X$Y=X$Xβ+X$Zγ+X$ε.

The &'( estimator is b=*X$X+

%1

X$Y= *X$X+

%1

X$Xβ+*X$X+

%1

X$Zγ+*X$X+

%1

X$ε. The last term is

on avera#e #oin# to vanish, so we #et b=β+*X$X+

%1

X$Zγ. -nless γ=. or in the data, the

re#ression of X on Z is /ero, the &'( b is biased.

b. What if the true specification is Y=Xβ+ε but we include the irrelevant variable Z)

Y=Xβ+Zγ+*ε%Zγ+. The error is ε0=ε−Ζγ. 1ar*ε0+=var*ε++γ$var*Z+γ.

The estimator of 2β γ3$ is

1

]

1

¸

1

]

1

¸

·

1

]

1

¸

−

Y 4 Z

Y 4 X

Z 4 Z X 4 Z

Z 4 X X 4 X

#

b

1

The e5pected value of this is

1

]

1

¸

β

·

1

1

]

1

¸

+ β

·

1

]

1

¸

−

.

.

. Z 4 X + X 4 X *

#

b

6

1

. Thus the &'( produces an

unbiased estimate of the truth when irrelevant variables are added. 7owever, the standard error

of the estimate is enlar#ed in #eneral b! #$Z$Z#8*n%9+ *since e0$e0=e$e%:e$Z#+#$Z$Z#+. This

could easil! lead to the conclusion that β=. when in fact it is not.

c. What if the coefficients chan#e within the sample, so β is not a constant? (uppose that

βi=β+Ziγ. Then the proper model is Y=X*β+Zγ++ε=Xβ+XZγ+ε. Thus we need to include the

interaction term XZ. ;f we do not, then we are in the situation *a+ above, and the &'( estimates

of the coefficients of X will be biased. &n the other hand, if we include the interaction term

when it is not reall! appropriate, the estimators are unbiased but not minimum variance. We can

#et fooled about the true value of β.

7ow do !ou test whether the interactions belon# or not. <un an unconstrained re#ression

*which includes interactions+ and then run a constrained re#ression *set interaction coefficients

eual to /ero+. 2*((6const%((6unconst+8382((6unconst8*n%9+3= >,n%9 where =number of interaction

terms.

d. "an! researchers do a ?search@ for the proper specification. This can lead to spurious

results and we will loo9 at this is some detail in a lecture to follow.

Censored Data and Frontier Regression

Assumption :. 62εAX3=..

(uppose that 62εi AX3=µB.. Cote) this is the same for all i. b=*X$X+

%1

X$Y=*X$X+

%1

X$*Xβ+ε+

=β+*X$X+

%1

X$ε. Thus 62b3=β+µ*X$X+

%1

X$1. The term *X$X+

%1

X$1 is the re#ression of 1 on X,

but the first column of X is 1 so the resultin# re#ression coefficients must be 21 . .D.3$. As a

result 62b3=β+2µ . . D .3$. &nl! the intercept is biased.

• Cow suppose that 62εiAX3=µi but this varies with i. That is, µBµ1. E! reasonin# li9e the

above, 62b3=β+*X$X+

%1

X$µ The re#ression of µ on X will in #eneral have non%/ero coefficients

ever!where and the estimate of b will be biased in all wa!s.

1

;n particular, what if the data was censored in the sense that onl! observations of Y that

are not too small nor too lar#e are included in the sample) ";C ≤Yi≤"AX. 7ence for values of

Xi such that Xiβ are ver! small or var! lar#e, onl! errors that are hi#h and low respectivel! will

lead to observations in the dataset. This can lead to the t!pe of bias discussed above for all the

coefficients, not Fust the intercept. (ee the #raph below where the slope is also biased.

X

Y

Gensored, too low

Gensored, too hi#h

True <e#ression

Apparent, but biased

re#ression line

";C

"AX

Frontier Regression: Stochastic Frontier Analysis

1

Cost Regression: C

i

=a + bQ

i

+ εi + φi

The term a+bQ+ε represents the minimum cost measured with a slight

measurement error ε !i"en this# the actual costs must be abo"e the

minimum so the ine$ciency term φ must be positive Suppose that φ has an

e%ponential distribution:

&'φ+=e

%φ/λ

8λ for φ≥0.

()ote: *(φ3=λ and 1ar2φ3=λ

:

.3 (uppose that the measurement error ε=C*.,σ

:

+ and is

independent of the inefficienc! φ. The Foint probabilit! of ε and φ is

: :

:

1

8 8

e

:

1

+ , * f

σ ε − λ φ −

σλ π

· φ ε

. 'et the total error be denoted θ=ε+φ. 2Cote) 62θ3=λ and

1ar2θ3=σ

:

+λ

:

.3 Then the Foint probabilit! of the inefficienc! and total error is

: :

:

1

8 + * 8

e

:

1

+ , * f

σ φ − θ − λ φ −

σλ π

· φ θ

. The mar#inal distribution of the total error is found b!

inte#ratin# the f*θ,φ+ with respect to φ over the ran#e 2.,∞+. -sin# ?complete%the%suare@ this

can be seen to eual

: :

:

1

8 8

e + 8 8 *

1

+ * f

λ σ + λ θ −

λ σ − σ θ Φ

λ

· θ , where Φ is the cumulative standard normal.

To fit the model to n data%points, we would select a, b , λ and σ to ma5imi/e lo#%

li9elihood)

∑ λ − − − ∑ λ σ − σ − − Φ + λ σ + λ − ·

i i i i i i

: :

. 8 + bH a G * + 8 8 + bH a G ** ln + : 8 * n + ln* n + ' ln*

&nce we have estimated the parameters, we can measure the amount of inefficienc! for each

observation, φi. The conditional pdf f*φiAθi+ is computed for θi=Gi%a%bHi)

1

Ai#ner, I., G. 'ovell and J. (chmidt *1KLL+, ?(pecification and 6stimation of Jroduction >rontier Jroduction

>unction "odels,@ J. Econometrics, M)1 *Nul!+, :1%OLP Qumbha9a, ( and G. 'ovell *:...+, (tochastic >rontier

Anal!sis, Gambrid#e -niv Jress. >ree (>A software ><&CT;6< R.1 is available at

http)88www.u.edu.au8economics8cepa8frontier.htm .

:

:

:

i i

:

1

+ 8 *

i

i i

e

+ 8 8 * :

1

+ A * f

,

_

¸

¸

σ

λ σ − θ − φ

−

λ σ − σ θ Φ σ π

· θ φ

. This is a half%normal distribution and has a

mode of θi%σ

:

8λ, assumin# this is positive. The de#ree of cost inefficienc! is defined as ;6i=

i

e

φ

P

this is a number #reater than 1, and the bi##er it is the more inefficientl! lar#e is the cost. &f

course, we do not 9now φi, but if we evaluate ;6i at the posterior mode θi%σ

:

8λ it euals ;6i ≈

i

:

i

bH a 8 G

e

− − λ σ −

. Cote that the term σ

:

8λ captures the idea that we do not precisel! 9now what the

minimum cost euals, so we sli#htl! discount the measured cost to account for our uncertaint!

about the frontier.

on-Spherical !rrors

Assumption O. var*YAX+=var*εAX+=σ

:

;

(uppose that var*εAX+= σ

:

W, where W is a s!mmetric, positive definite matri5 but WB;. What

are the conseuences for &'(?

a. 62b3=62*X$X+

%1

X$*Xβ+ε+3=β+*X$X+

%1

X$62ε3 = β, so &'( is still unbiased even if WB;.

b. 1ar2b3=62*b%β+*b%β+$3=*X$X+

%1

X$62εε$3X*X$X+

%1

=σ

:

*X$X+

%1

X$WX*X$X+

%1

Bσ

:

*X$X+

%1

7ence, the &'( computed standard errors and t%stats are wron#. The &'( estimator will not be

E'-6.

"enerali#ed Least-S$uares

(uppose we find a matri5 J *n×n+ such that JWJ$=;, or euivalentl! W=J

%1

J$

%1

or W

%1

=J$J *use

spectral demcomposition+. "ultipl! the re#ression model *Y=Xβ+ε+ on left b! J) JY=JXβ+Jε.

Write JY=Y0, JX=X0 and Jε=ε0, so in the transformed variables Y0=X0β+ε0. Wh! do this?

'oo9 at the variance of ε0) 1ar*ε0+=62ε0ε0$3=62Jεε$J$3=J62εε$3J$=σ

:

JWJ$=σ

:

;. The error ε0

is sphericalP that$s wh!.

"LS estimator) b0=*X0$X0+

%1

X0$Y0=*X$J$JX+

%1

X$J$JY=*X$W

%1

X+

%1

X$W

%1

Y.

Anal!sis of the transformed data euation sa!s that S'( b0 is E'-6. (o it has lower variance

that the &'( b.

1ar2b03=σ

:

*X0$X0+

%1

= σ

:

*X$W

%1

X+

%1

7ow do we estimate σ

:

? 2Cote) from &'( 62e$e38*n%9+=62ε$"ε38*n%9+=62tr*ε$"ε+38*n%

9+=62tr*"εε$+38*n%9+ =tr*"62εε$3+8*n%9+=σ

:

tr*"W+8*n%9+. (ince WB;, tr*"W+Bn%9, so 62e$e38

*n%9+ Bσ

:

.3 7ence, to estimate σ

:

we need to use the errors from the transformed euation

Y0=X0b0+e0.

s0

:

=*e0$e0+8*n%9+

62s0

:

3=tr*"062ε0ε0$3+8*n%9+= σ

:

tr*"0JWJ$+8*n%9+= σ

:

tr*"0+8*n%9+=σ

:

. 7ence s0

:

is an

unbiased estimator of σ

:

.

;mportant Cote) all of the above assumes that W is 9nown and that it can be factored into J

%1

J$

%1

.

7ow do we 9now W? Two special cases are autocorrelation and heteros9edasticit!.

Autocorrelated !rrors

O

(uppose that Yt=Xtβ+ut *notice the subscript t denotes time since this problem occurs most

freuentl! with time%series data+. ;nstead of assumin# that the errors ut are iid, let us assume

the! are autocorrelated *also called seriall! correlated errors+ accordin# to the la##ed formula

ut=ρut%1+εt,

where εt is iid. (uccessivel! la##in# and substitutin# for ut #ives the euivalent formula

ut=εt+ρεt%1+ρ

2

εt%:+D

-sin# this, we can see that 62utut3=σ

:

*1+ρ

:

+ρ

R

+D+=σ

:

8*1%ρ

:

+, 62utut%13=ρ σ

:

8*1%ρ

:

+,

62utut%:3=ρ

2

σ

:

8*1%ρ

:

+, D 62utut%m3=ρ

m

σ

:

8*1%ρ

:

+. Therefore, the variance matri5 of u is

var*u+=62uu$3 =

1

1

1

1

1

1

]

1

¸

ρ ρ ρ

ρ ρ ρ

ρ ρ ρ

ρ ρ ρ

ρ −

σ

− − −

−

−

−

1

1

1

1

1

1

O n : n 1 n

O n :

: n

1 n :

:

:

=σ

:

W,

where

1

1

1

1

1

1

]

1

¸

ρ ρ ρ

ρ ρ ρ

ρ ρ ρ

ρ ρ ρ

ρ −

·

− − −

−

−

−

1

1

1

1

1

1

W

O n : n 1 n

O n :

: n

1 n :

:

and

1

1

1

1

1

1

]

1

¸

ρ −

ρ + ρ −

ρ − ρ + ρ −

ρ −

·

−

1 . .

. 1 .

. 1

. . 1

W

:

:

1

;t is possible to show that W

%1

can be factored into J$J where

1

1

1

1

1

1

]

1

¸

ρ −

ρ −

ρ −

ρ −

·

1 . .

. 1 .

. . 1

. . . 1

J

:

.

Siven this J, the transformed data for S'( is

1

1

1

1

1

]

1

¸

ρ − ρ − ρ −

ρ − ρ − ρ −

ρ − ρ − ρ −

·

1

1

1

1

1

1

]

1

¸

ρ −

ρ −

ρ −

ρ −

· ·

− −

−

p , 1 n p 1 n 1 , 1 n 1 n

p 1 11 :1

p 1

:

11

: :

1 n n

: O

1 :

1

:

5 5 5 5 1

5 5p 5 5 1

5 1 5 1 1

0 X ,

! !

! !

! !

! 1

JY 0 Y

Cotice that onl! the first element is uniue. The rest Fust involves subtractin# a fraction ρ of the

la##ed value from the current value. "an! modelers drop the first observation and use onl! the

last n%1 because it is easier, but this throws awa! information and ; would not recommend doin#

R

it unless !ou had a ver! lar#e n. The Gochrane%&rcutt techniue successivel! estimates of ρ

from the errors and re%estimatin# based upon new transformed data *Y0,X0+.

1. Suess a startin# ρ..

:. At sta#e m, estimate β in model Yt%ρmYt%1=*Xt%ρmXt%1+β+εt usin# &'(. ;f the estimate bm is

not different from the previous bm%1, then stop. &therwise, compute error vector em=*Y0%

X0bm+.

O. 6stimate ρ in emt=ρem,t%1+εt via &'(. This estimate becomes the new ρm+1. So bac9 to :.

Dur%in-&atson test for ρB0 in ut=ρut%1+εt.

1. Gompute &'( errors e.

:. Galculate

∑

∑

·

·

−

−

·

n

1 t

:

t

n

: t

:

1 t t

e

+ e e *

d

.

O. dT: ⇒ ρU., dU: ⇒ ρT., d=: ⇒ ρ=..

'eteros(edasticit)

7ere we assume that the errors are independent, but not necessaril! identicall! distributed. That

is the matri5 W is dia#onal, but not the identit! matri5. The most common wa! for this to occur

is because Yi is the avera#e response of a #roup i that has a number of members mi. 'ar#er

#roups have smaller variance in the avera#e response) var*εi+=σ

:

8mi. 7ence the variance matri5

would be

1ar*ε+=

1

1

1

1

1

1

]

1

¸

σ

n

:

1

m

1

m

1

m

1

:

. .

. .

. .

.

An related e5ample of this would be that Y is the sum across the members of man! similar

elements, so that the var*εi+=σ

:

mi and

V

1ar*ε+=

1

1

1

1

]

1

¸

σ

n

:

1

:

m . .

. m .

. . m

.

;f we 9new how bi# the #roups where and whether we had the avera#e or total response, we

could substitute for mi in the above matri5 W.

"ore #enerall!, we thin9 that the variance of ε; depends upon some variable Z. We can

do a "less*er +est of this as follows.

1. Gompute &'( estimate of b,e

:. <e#ress AeiA on Zi

η

, where η=1,%1, and W.

O. ;f the coefficient of Z

η

is . then the model is homoscedastic, but if it is not /ero, then

the model has heteros9edastic errors.

;n (J((, !ou can correct for heteros9edasticit! b! usin# Anal!/e8<e#ression8Wei#ht 6stimation

rather than Anal!/e8<e#ression8'inear. You have to 9now the variable Z, of course.

Tric9) (uppose that σt

:

=σ

:

Zt

:

. Cotice Z is suared. Iivide both sides of euation b! Z to #et

Yt8Zt=*Xt8Zt+β+εt8Zt. This new euation has homoscedastic errors and so the &'( estimate of

this transformed model is E'-6.

Simultaneous !$uations

Assumption R. X is fi5ed

'ater in the semester will return to the problem that X is often determined b! actors in the pla!

we are stud!in# rather than b! us scientists. This is a serious problem in simultaneous euation

models.

Multicollinearit)

Assumption V. X has full column ran9.

What is the problem if !ou have multicollinearit!? ;n X$X there will be some portions that loo9

li9e a little suare

1

]

1

¸

5 4 5 5 4 5

5 4 5 5 4 5

and this has a determinant eual to /ero, so its reciprocal will be

near infinit!. &'( is still E'-6, but estimated var2b3=*X$X+

%1

Y$*;%X*X$X+

%1

X$+Y8*n%9+ can be

ver! lar#e.

;f there is collinearit!, then there e5ists a wei#htin# vector α such that Xα is close to the ,

vector. &f course, we cannot Fust allow α to be /ero. 7ence let$s loo9 for the value of α that

minimi/es AAXαAA

:

subFect to α-α=1. The 'a#ran#ian for this constrained optimi/ation is

'=α$X$Xα+λ*1%α-α+ and the first order conditions are X$Xα%λα·0 This is the euation for the

ei#envalue and ei#envector of X$X. "ultipl! the first order condition b! α$ and use the fact that

ei#envectors have a len#th of 1 to see that α$X$Xα=λ, so we are loo9in# at the smallest of the

ei#envalues when we see9 collinearit!. When is this ei#envalue ?small@ enou#h to measure

serious collinearit!? We compute a Gondition ;nde5 as the suare root of the ratio lar#est

M

ei#envalue to the smallest ei#envalue)

smallest

est ar# l

G;

λ

λ

≡ . When the condition inde5 is #reater than

:. or O., we have serious collinearit!. ;n (J(( <e#ression8'inear8(tatistics clic9 ?Gollinearit!

Iia#nostics.@

Warnin#) "an! people use the 1ariance ;nflation >actor to identif! collinearit!. +his should %e

avoided *see Ghennamaneni, 6chambadi, 7ess and (!am :..K+. The problem is that 1;>

confuses ?collinearit!@ with ?correlation@ as follows. 'et < be the correlation matri5 of X)

<=I

%W

X$7XI

%W

8*n%1+ where the standard deviation matri5 I

W

=srt*dia#*X$7X+8*n%1++.

Gompute <

%1

. >or e5ample,

1

1

1

1

]

1

¸

ρ − ρ −

ρ

ρ −

ρ

ρ −

·

1

]

1

¸

ρ

ρ

−

: :

: :

1

1

1

1

1 1

1

1

1

and alon# the dia#onal is 18*1%ρ

:

+ which is called the 1ariance ;nflation >actor *1;>+. "ore

#enerall! 1;>i=*1%<i

:

+

%1

where <i

:

is the <%suare from re#ressin# 5i on the 9%1 other variables in

X. The problem with 1;> is that it starts with a mean%centered data 7X, when collinearit! is a

problem of the raw data X. ;n &'( we compute *X$X+

%1

, not *X$7X+

%1

. Ghennamani et al.

provide a variant of 1;> that does not suffer from these problems.

What can !ou do if there is collinearit!?

1+ Io nothin#. &'( is E'-6.

:+ Set more information. &btain more data or formali/e the lin9s between the elements of X.

O+ (ummari/e X. Irop a variable or do principal component anal!sis *more on this in ne5t

chapter of the te5tboo9+.

R+ -se rid#e re#ression. This appends a matri5 9; to the bottom of the e5o#enous data X and

appends a correspondin# vector of .$s to the bottom of the endo#enous data Y. This s!nthetic

data obviousl! results in a biased estimator *biased toward . since the au#mented data has Y not

respondin# to chan#es in X+, but the au#mented data 9; has ortho#onal and hence ma5imall!

?not collinear@ observations. 7ence, the estimates become more precise. >or 9≈., the improved

precision dominates the bias.

L

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