Estimation Efficiency With Omitted Covariates in Generalized Linear Models
广义线性模型中遗漏协变量与估计效率
Although omitting covariates associated with the response in generalized linear models can yield seriously biased estimates of the effects of the included covariates, in certain settings there is no bias. This article considers the effect of omitted covariates on the efficiency of the estimated effects of the included covariates in these cases. I consider the case where the omitted covariate is independent of the included covariates, as in studies with randomized treatment…