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Ceteris Paribus Importance

 

REED: EiR* – How to Measure the Importance of Variables in Regression Equations

[* EiR = Econometrics in Replications, a feature of TRN that highlights useful econometrics procedures for re-analysing existing research. The material for this blog is drawn from a recent working paper, “ On the measurement of importance” by Olivier Sterck.] NOTE: The files (Stata) necessary to produce the results in the tables below are posted at Harvard’s Dataverse: click here.

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