Development that Works
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    This blog highlights effective ideas in the fight against poverty and exclusion, and analyzes the impact of development projects in Latin America and the Caribbean.
  • Tag: estimator

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    Errors: the simpler the better?

    By - 15 de July de 2014, 2:17 pm

    By: David Alfaro Serrano*


    Proper estimation of the standard errors of the estimators of regression coefficients is important. These estimates are needed when analyzing statistical significance, which is the basis of the interpretation of the results of an econometric analysis. In impact evaluation practice, analysis of statistical significance is what allows the researcher to say whether there is evidence for the effectiveness of an intervention.

    In this post I tell you something I discovered recently about the calculation of estimators’ standard errors: there are cases in which the correlation of the errors of the regression model can be ignored when calculating them. Moreover, these cases arise frequently with experimental data. Read more…