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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 14:08:23 -0500

The Y2 variable is binary. Should that matter? I started this
discussion under the assumption that it should not matter. Please note
too the sample size is quite large (say over 10,000 observations).
SSKP

On Thu, Apr 22, 2010 at 1:42 PM, Tirthankar Chakravarty
<tirthankar.chakravarty@gmail.com> wrote:
> " Is this test focused on the two coefficients that were specified?"
> Indeed. It is a quadratic in the difference of the estimators weighted
> by the inverse of the difference of the variance-covariance matrices.
> T
> 2010/4/23 Nick Cox <n.j.cox@durham.ac.uk>:
>> I know nothing about this stuff. Is this test focused on the two coefficients that were specified? It sounds as if the reviewer were just saying "Why are these so different?", which could be a reasonable question.
>> Nick
>> n.j.cox@durham.ac.uk
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