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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 13:36:32 -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 <n.j.cox@durham.ac.uk> wrote:
> Simulate and see is my only suggestion.
> Nick
> n.j.cox@durham.ac.uk
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