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Omitted-variable bias : ウィキペディア英語版 | Omitted-variable bias
In statistics, omitted-variable bias (OVB) occurs when a model is created which incorrectly leaves out one or more important factors. The "bias" is created when the model compensates for the missing factor by over- or underestimating the effect of one of the other factors. More specifically, OVB is the bias that appears in the estimates of parameters in a regression analysis, when the assumed specification is incorrect in that it omits an independent variable that is correlated with both the dependent variable and one or more included independent variables. == Example ==
抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Omitted-variable bias」の詳細全文を読む
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