回归的标准误

The Standard Error of Regressions

Journal of Economic Literature · 1996
被引 114
人大 A-ABS 4

中文导读

批评经济学中统计显著性检验的理论基础薄弱,指出其混淆了统计显著性与经济显著性,并通过对1980年代《美国经济评论》论文的检验,发现多数论文在统计显著性使用上存在问题。

Abstract

Statistical significance as used in economics has weak theoretical justification. In particular it merges statistical and substantive significance. The 182 papers using regression analysis in the American Economic Review in the 1980s were tested against 19 criteria for the accepted use of statistical significance. Most, some three-quarters of the papers, did poorly. Likewise, textbooks in econometrics do not distinguish statistical and economic significance. Statistical significance should not be the focus of empirical economics.

统计显著性经济显著性回归分析实证经济学