Dropping Irrelevant Variables from a Regression Equation Might Provide a Better

question 16

Multiple Choice

Dropping irrelevant variables from a regression equation might provide a better regression in what sense?

• A) Only when the irrelevant variables are uncorrelated with the treatment(s).
• B) Might facilitate more efficient/precise estimates of the treatment effect (smaller standard errors).
• C) Only if the irrelevant variables have low p-values.
• D) Only if the irrelevant variables have many outliers.

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