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


From   Sukesh Patro <kksp.stata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: Different coefficient magnitudes in ols and 2sls estimation
Date   Thu, 22 Apr 2010 13:28:58 -0500

Right, Nick. I don't know what such a test would be. In fact one way
of tackling the challenge might be to actually do such a test. The
referee's presumption (and rightly so from their position) is that the
two are significantly different, simply based on magnitude and not
backed up by any tests. Burden of proof is on me and my co-authors.

SSKP

On Thu, Apr 22, 2010 at 1:19 PM, Nick Cox <n.j.cox@durham.ac.uk> wrote:
> 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
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