Bounds on the regression coefficients when a covariate is categorized |
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Authors: | Peter Kooreman |
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Affiliation: | Wageningen University , P.O.B. 8060, Wageningen, DA, 6700, The Netherlands |
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Abstract: | This paper considers the problem of a linear regression model in which a continuous covariate is categorized. In such a case one can obtain bounds on the OLS-estimate which would be calculated if the complete information were available. These bounds give an indication of the information loss due to grouping and show what can be inferred from the data without additional assumptions. |
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Keywords: | Categorized Data Linear Regression Bounds Matrix Differential Calculus |
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