Download This PaperThe Variance of Regression Coefficients When the Population Is Finite
33 Pages Posted: 28 Mar 2022
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The Variance of Regression Coefficients When the Population Is Finite
Number of pages: 33
Posted: 28 Mar 2022
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Date Written: January 5, 2022
Abstract
We provide general results for the asymptotic variance of regression coefficients computed
from a sample drawn from a finite population. We encompass the potential
outcomes and classic regression frameworks allowing for both heterogeneous treatment
effects and random-across-resampling shocks. Formulae are provided for the asymptotic
variances of both treatment effects and attributes. In general, the variances combine
the expected results from both frameworks.
Keywords: regression coefficients, finite population
JEL Classification: C10,C20
Suggested Citation: Suggested Citation
Startz, Richard and Steigerwald, Douglas G., The Variance of Regression Coefficients When the Population Is Finite (January 5, 2022). Available at SSRN: https://ssrn.com/abstract=4002003 or http://dx.doi.org/10.2139/ssrn.4002003
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