Biased estimates of treatment effect in randomized experiments with nonlinear regressions and omitted covariates
随机实验中非线性回归遗漏协变量导致的处理效应估计偏差
Certain important nonlinear regression models lead to biased estimates of treatment effect, even in randomized experiments, if needed covariates are omitted. The asymptotic bias is determined both for estimates based on the method of moments and for maximum likelihood estimates. The asymptotic bias from omitting covariates is shown to be zero if the regression of the response variable on treatment and covariates is linear or exponential, and, in regular cases, this is a…