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st: RE: [Fwd: re: simultaneous equations]


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: [Fwd: re: simultaneous equations]
Date   Thu, 5 Mar 2009 18:55:34 -0000

A Stata answer to this is to look at the help for -if-, which gives
examples of compound conditions. 

Otherwise, omitting outliers is in my view only the best way to proceed
if one or more of the following apply:  

1. You conclude that they are unbelievable (e.g. some gross error in
measurement or recording) and cannot replace them with better values. 

2. On sincere reflection you decide they are outside your project. 

3. You are comparing a model with and without outliers and wish to
assess sensitivity. 

Nick 
n.j.cox@durham.ac.uk 

mmolina@uniroma3.it

Thank you very much Nick.
In fact there were some substantial outlier. The model seems to work in
analyzed by sectors:
reg3 (normscore p14 p4_1b skilled trained p71a expshare) (expshare p4_1b
p14 age normscore skilled)if ind_code=="Autoparts"
Now I would like to add another condition. That is separate within the
sector the big outliers. How can I add a second condition?

Nick

With coefficients of the order of 1e8 there seems to be a massive
problem with the data. Look (again?) at the data, e.g. using a scatter
plot matrix. There could be a substantial outlier, or some built-in
dependency, or something else. Whatever it is, it is not obvious that
any model can make sense of the predictor set you are using.


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