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


From   Sukesh Patro <[email protected]>
To   [email protected]
Subject   Re: st: RE: Different coefficient magnitudes in ols and 2sls estimation
Date   Thu, 22 Apr 2010 13:36:32 -0500

Nick, Do you mean we sub-sample and run both OLS and 2SLS (say n=1000
times), get the coefficient distributions from each and compare?


On Thu, Apr 22, 2010 at 1:30 PM, Nick Cox <[email protected]> wrote:
> Simulate and see is my only suggestion.
> Nick
> [email protected]
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