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- W2065196283 abstract "When a variable is dropped from a least-squares regression equation, there can be no change in sign of any coefficient that is more significant than the coefficient of the omitted variable. More generally, a constrained least squares estimate of a parameter β j must lie in the interval ( β ̂ j −V 1 2 jj |t|, β ̂ j + V 1 2 jj |t|) where β ̂ j is the unconstrained estimate of β j , V 1 2 jj is the standard error of β ̂ j and t is the t -value for testing the (univariate) restriction." @default.
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- W2065196283 title "A result on the sign of restricted least-squares estimates" @default.
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