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RE: st: RE: Different coefficient magnitudes in ols and 2sls estimation


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: Different coefficient magnitudes in ols and 2sls estimation
Date   Thu, 22 Apr 2010 19:19:34 +0100

No, I meant whether your judgement "significantly smaller" reflected a
difference confirmed as such by an appropriate formal procedure. I don't
know what it would be, but this is not it. 

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

Sukesh Patro
Sent: 22 April 2010 19:11
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: RE: Different coefficient magnitudes in ols and 2sls
estimation

Sorry Nick. I left out the t-stats. The OLS t-stat is about 3.00 and
the 2SLS t-stat is about 2.50. Is this what you meant? I only left
them out because they were part of the original question.

Thanks again, SSKP


On Thu, Apr 22, 2010 at 1:07 PM, Nick Cox <n.j.cox@durham.ac.uk> wrote:
> So, no formal significance test in either case. Thanks for the
> clarification.
>
> Nick
> n.j.cox@durham.ac.uk

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