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st:Standard Errors


From   <ventura@37.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st:Standard Errors
Date   Tue, 28 Nov 2006 01:55:27 -0800

I am running the same regression for 3 consecutive years (each year has a different number of observations) and taking the 3-year averages of OLS coefficients. How can I calculate standard errors for these averages? 

Thanks, 
Yuksel 

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