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Exact Subvector Inference — NSF Award to William Marsh Rice University (TX, $252,672)

This award will fund a research project to improve the methodology for testing coefficients in linear regressions. Linear regression has been the workhorse of empirical research in economics but existing methods of making inference about estimates cannot produce results that are appropriate without making restrictive a

Award titleExact Subvector Inference
Award ID2625122
AwardeeWilliam Marsh Rice University
CityHOUSTON
StateTX
Amount obligated$252,672
Principal investigatorGuillaume Pouliot
ProgramEconomics
Start date10/01/2025
AbstractThis award will fund a research project to improve the methodology for testing coefficients in linear regressions. Linear regression has been the workhorse of empirical research in economics but existing methods of making inference about estimates cannot produce results that are appropriate without making restrictive assumptions about the distribution of error terms in small samples or relying on infinitely large sample properties. This research will develop new test methods that are appropriate
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