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Re: st: Asymptotic variance adjustment for OLS with generated regressors
From
[email protected]
To
[email protected]
Subject
Re: st: Asymptotic variance adjustment for OLS with generated regressors
Date
Thu, 31 Aug 2006 09:39:21 -0600
Well,first of all, thanks for the comment. but the discussions were about
heteroscedasticity-consistent standard errors. but mine is different:
consider Y=B0+B1X+U and X=a0+a1Z+Q (1)
If we plug q into the equation for Y, then we got
Y=(b0+B1a0)+b1a1Z+B1Q+U= k0+k1Z+B1Q+U (2)
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