Journal
ECONOMICS LETTERS
Volume 90, Issue 3, Pages 321-327Publisher
ELSEVIER SCIENCE SA
DOI: 10.1016/j.econlet.2005.08.024
Keywords
consistency; unbiased; LPM; OLS
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This note formalizes bias and inconsistency results for ordinary least squares (OLS) on the linear probability model and provides sufficient conditions for unbiasedness and consistency to hold. The conditions suggest that a trimming estimator may reduce OLS bias. (c) 2005 Elsevier B.V. All rights reserved.
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