The Variance of Regression Coefficients When the Population Is Finite

Posted: 1 Mar 2022

Multiple version iconThere are 2 versions of this paper

Date Written: January 6, 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: finite population, regression coefficients

JEL Classification: C10, C20

Suggested Citation

Startz, Richard, The Variance of Regression Coefficients When the Population Is Finite (January 6, 2022). Available at SSRN: https://ssrn.com/abstract=4002616

Richard Startz (Contact Author)

UCSB ( email )

Department of Economics
University of California
Santa Barbara, CA 93106-9210
United States
805-893-2895 (Phone)

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