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Re: st: 2SLS and Instrumental Variables


From   Richard Williams <[email protected]>
To   [email protected], [email protected]
Subject   Re: st: 2SLS and Instrumental Variables
Date   Fri, 10 Dec 2004 08:46:59 -0500

At 11:17 AM 12/10/2004 +0000, Mark Schaffer wrote:

Perhaps because of the loss of degrees of freedom and/or
multicollinearity between the Zs?  Try a test of the joint
significance of Z1-Z4.
That is my first inclination too. To take a more extreme example, suppose you had a hundred yes/no questions. Their sum (i.e. the number of yes answers) might well have a significant effect. That does not mean that if you entered all 100 items in a regression that any one of them individually would have a significant effect.

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Richard Williams, Notre Dame Dept of Sociology
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