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  • Unbiasedness estimator, simulations

    Good morning, maybe this would be a useless question but I would like to resolve my doubt. I was wondering how perform a test in order to check if my estimators are unbiasedness. From what I read in the book "microeconomics for stata" to check it out it's necessary to simulate n_times the model, however I didn't understood the command to do this moreover in the book this section is related to the Monte Carlo experiment so I'm not sure that it's applicable in every situation. I also read that to check for omitted variable bias I can use the command ovtest or I can check them adding in the regression the predicted values and the sq. predicted values. Can someone clarify me the issue please?
    Thanks a lot for your attention

  • #2
    Enrico:
    as far as your second query is concerned, see -linktest- enty and related methodological notes in Stata .pdf manual.
    Kind regards,
    Carlo
    (StataNow 18.5)

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    • #3
      Hi Carlo, thank ypu it was very helpful!

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