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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 19:39:24 +0100

I don't know more than I am saying here, but yes, I imagine you could
look at what kind of differences you expect under a realistic data
generation process. 

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


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Sukesh Patro
Sent: 22 April 2010 19:37
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: RE: Different coefficient magnitudes in ols and 2sls
estimation

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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