Created
December 24, 2021 16:39
-
-
Save dhicks/f4fca422774b19d1fc912810473c5a12 to your computer and use it in GitHub Desktop.
Omitted interaction terms don't cause omitted variable bias maybe?
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
library(tidyverse) | |
theme_set(theme_minimal()) | |
library(broom) | |
one_sim = function(id, n = 100) { | |
dataf = tibble(x1 = rnorm(n, 0, 1), | |
x2 = rnorm(n, 0, 1), | |
eps = rnorm(n, 0, .1), | |
y = 1 + x1 + 3*x1*x2 + eps) | |
coef_df = lm(y ~ x1 + x2, dataf) |> | |
tidy(conf.int = TRUE) |> | |
mutate(id) | |
return(coef_df) | |
} | |
set.seed(2021-12-24) | |
df = map_dfr(1:1000, one_sim) | |
df |> | |
ggplot(aes(estimate)) + | |
geom_density() + | |
geom_rug() + | |
geom_vline(aes(xintercept = value), | |
data = tribble( | |
~ term, ~ value, | |
'(Intercept)', 1, | |
'x1', 1, | |
'x2', 0), | |
color = 'blue') + | |
facet_wrap(vars(term), scales = 'free') | |
df |> | |
ggplot(aes(id, y = estimate, ymin = conf.low, ymax = conf.high)) + | |
geom_pointrange() + | |
facet_wrap(vars(term), scales = 'free') + | |
coord_flip() | |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment