When will Coefficients from Multiple Regression be the Same as Partitioned Regression? Econometric23

Published: 03 June 2024
on channel: Dr. Bob Wen (Stata, Economics, Econometrics)
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【Five Minute Econometrics】(Econometric Tutorial) Topic 23: When will the Coefficients from Multiple Regression be the Same as Partitioned Regression?

Hi, I am Bob. Welcome back to the Five Minute Econometrics, a tutorial on basic econometric concepts and estimation ideas. Today, we will answer a question about the OLS estimate in multiple regression, such as the model with two explanatory variables, x1 and x2. When will the coefficient on x1 be the same as from a simple regression of y on x1 alone?

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