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st: RE: RE: Why not always specify robust standard errors?


From   "Maarten Buis" <M.Buis@fsw.vu.nl>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RE: Why not always specify robust standard errors?
Date   Tue, 13 Feb 2007 17:53:52 +0100

--- German Rodriguez wrote:
> I think he has a valid point asking why the fuzz about standard errors when
> the estimates may be wrong.

To expand on my earlier post, this depends on what wrong means. If we think 
about linear regression, the coefficients do represent the difference in means 
(dummies), or the slope of the best fitting linear line. In that respect the 
coefficients aren't wrong. These coefficients just may not be the same as 
causal effects. So if you want to make the (very demanding) condition that the 
coefficients are also causal, then they may be wrong.

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology 
Vrije Universiteit Amsterdam 
Boelelaan 1081 
1081 HV Amsterdam 
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434 

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------



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