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A further result on the sign of restricted least-squares estimates

Authors
Journal
Journal of Econometrics
0304-4076
Publisher
Elsevier
Publication Date
Volume
32
Issue
2
Identifiers
DOI: 10.1016/0304-4076(86)90041-2

Abstract

Abstract Within the context of the linear regression model, the variable of interest may be termed the focus variable while those that can be deleted from the regression may be termed doubtful variables. In this note we derive the necessary condition for a sign reversal in the coefficient of the focus variable when the doubtful variables appear in any arbitrary linear combination.

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