Читать книгу Business Experiments with R - B. D. McCullough - Страница 24

Sample selection bias plagues nonexperimental, i.e. observational, data. Its effects are especially pernicious when selection is based on the dependent variable (the effects are not so bad when selection is based on an independent variable). To motivate this important idea, we generated some linear data with a zero intercept and a slope of unity. takes on values from 10 to 20. If we fit a line , we get and with standard errors in parentheses. The ‐statistics to test the null hypotheses that the coefficients equal zero are the coefficients divided by the standard errors. The ‐stat on the intercept is , and the ‐stat for the slope is . Using 2 as a rough cutoff for a 5% significance level, we observe that the intercept is not significantly different from zero while the slope is significantly different from zero.