Influence functions for linear regression (with an application to regression adjustment)

Jann, Ben (2019). Influence functions for linear regression (with an application to regression adjustment) (University of Bern Social Sciences Working Papers 32). Bern: University of Bern, Department of Social Sciences

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Influence functions are useful, for example, because they provide an easy and flexible way to estimate standard errors. This paper contains a brief overview of influence functions in the context of linear regression and illustrates how their empirical counterparts can be computed in Stata, both for unweighted data and for weighted data. Influence functions for regression-adjustment estimators of average treatment effects are also covered.

Item Type:

Working Paper

Division/Institute:

03 Faculty of Business, Economics and Social Sciences > Social Sciences > Institute of Sociology

UniBE Contributor:

Jann, Ben

Subjects:

300 Social sciences, sociology & anthropology

Series:

University of Bern Social Sciences Working Papers

Publisher:

University of Bern, Department of Social Sciences

Language:

English

Submitter:

Ben Jann

Date Deposited:

09 Jul 2019 13:17

Last Modified:

23 Oct 2019 10:36

JEL Classification:

C12, C13

BORIS DOI:

10.7892/boris.130362

URI:

https://boris.unibe.ch/id/eprint/130362

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