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From |
"Carlo Lazzaro" <carlo.lazzaro@tin.it> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
R: st: Re: |

Date |
Sat, 3 Dec 2011 19:13:54 +0100 |

Dear Yuval, sorry for the mishap. Unfortunately, like Steve reported some days ago, I do not have access to your article, since I am not a resident academic. Anyway, congratulations on your paper. Kindest Regards, Carlo -----Messaggio originale----- Da: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Per conto di Yuval Arbel Inviato: sabato 3 dicembre 2011 18.58 A: statalist@hsphsun2.harvard.edu Oggetto: Re: st: Re: Thanks Carlo. Note, however, this is the working paper. The official paper in its final form may be found at: http://www.sciencedirect.com/science/article/pii/S0166046210000438 You don't need to purchase it: My guess is that every university with a reasonable economics/business departments has a subscription to the electronic version of sciencedirect. What is nice about the tables in the paper is that they state the formulas for the simple t-test which compares between groups. Needless to say you can run these tests and confidence intervals in stata by -ttest- and -ci- commands If you come to think about it, this methodology is a good way to simulate scientific comparisons between groups On Sat, Dec 3, 2011 at 2:45 PM, Carlo Lazzaro <carlo.lazzaro@tin.it> wrote: > For those who may concern, I have freely downloaded Yuval's article at: > http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1804689. > > Kindest Regards, > Carlo > -----Messaggio originale----- > Da: owner-statalist@hsphsun2.harvard.edu > [mailto:owner-statalist@hsphsun2.harvard.edu] Per conto di Yuval Arbel > Inviato: giovedì 1 dicembre 2011 7.05 > A: statalist@hsphsun2.harvard.edu > Oggetto: Re: st: Re: > > Steve and David, > > I still suggest you take a look at the full version of my RSUE paper: > you can access it through science direct (www.sciencedirect.com). The > paper also includes the formula for calculating the t-test that I used > there. In addition, i believe you should take a look at the references > of our paper, particularly about the literature that deals with > hedonic indices > > Note that RSUE in one of the best journals in the field of urban > economics and its editor (Dan McMillen) is a highly appreciated > statitistician. > > What i did in the second part of the paper is a paired t-test after > controlling all the characteristics of the apartment: I applied a > methodology with a cross-sectional nature and simulated a situation > where you modify the position of each dwelling unit with identical > characteristics from frontline to non-frontline streets and > vice-versa: you can check into the statistical literature to see that > this is the appropriate test in this case > > I am not sure that you can do precisely what I did in the paper by > using -margins-: Maybe if -margins- can give you the standard > deviation of the point estimator (something equivalent to > -predict,stdp- but for a point estimator) - but this does not seem to > be precisely equivalent to what i did and, in fact, it seems that > while using this methodology - you loose information (you take only > the average characteristics instead of the characteristics of each > dwelling unit seperately). > > Finally, note that in empirical work you can only do your best effort > to isolate the effects. You cannot get into perfection. Richard Arnott > (another very famous empirical urban economist) said in one of his > papers that isolating an effect via regression analysis is similar to > a New-Yorker who comes out of his apartment during a busy morning in > new York and tries to listen to a whisper > > On 11/30/11, David Ashcraft <ashcraftd@rocketmail.com> wrote: >> Steve, >> >> Can you please explain a little further. Let me rephrase the question >> initially asked. Whether coefficients obtained after running regression on >> all managers (full dataset) are same as the >> average coefficients obtained from running regressions on individual >> mangers. I don't know a paper that has done analysis on this pattern, and >> would like to know, if there exist any analysis like that. My idea is, > both >> method should reflect the similar results. >> >> David >> >> >> ----- Original Message ----- >> From: Steve Samuels <sjsamuels@gmail.com> >> To: statalist@hsphsun2.harvard.edu >> Cc: >> Sent: Thursday, December 1, 2011 1:39:29 AM >> Subject: Re: st: Re: >> >> >> >> Yuval, >> >> I don't have access to your article, but I have an observation: The >> predictions (real and counterfactual) that are averaged are not > independent, >> because they are all functions of the estimated regression coefficients. I >> don't think a t-test accommodate the non-independence. In Stata, I would > use >> -margins- or -lincom- after -margins-. >> >> Steve >> >> >> >> On Nov 26, 2011, at 9:09 AM, Yuval Arbel wrote: >> >> David, >> >> You can simply use Difference in Difference (DD) analysis: >> >> Run a regression on the group of managers who take the first (second) >> approach. Then predict what would have happened to the performance of >> each manager in the case that he/she takes the other approach and use >> the -ttest- to see whether the difference is significant. >> >> Note to define dummy variables in any case that variables are ordinal, >> i.e., the numerical values have no quantitative meaning >> >> I use this approach quite often. You can look at the second part of my >> following paper published in RSUE: >> >> Arbel, Yuval; Ben Shahar,Danny; Gabriel, Stuart and Yossef Tobol: >> "The Local Cost of Terror: Effects of the Second Palestinian Intifada >> on Jerusalem House Prices".Regional Science and Urban Economics (2010) >> 40: 415-426 >> >> On Sat, Nov 26, 2011 at 12:11 PM, David Ashcraft >> <ashcraftd@rocketmail.com> wrote: >>> Hi Statalist, >>> >>> This is more like an econometric than a Stata question. I am little lost >>> on the following scenario: >>> >>> The situation is: I want to measure the performance of managers, who has > a >>> specific approach against those who do not. I have several individual >>> managers in each category. One way is to regress the performance of these >>> managers against their benchmark for the whole data using >>> -regress manager benchmark, by(belief) >>> The second option is to run individual regression on each manager and get >>> the coefficients of individual regressions and run a ttest alpha, >>> by(belief) . >>> >>> >>> Now the question is, how different is the result from the ttest of alpha >>> from that of the alpha of the regression equation. >>> Any help will be really appreciated. >>> >>> If anyone can suggest an academic paper on similar scenarios, that would >>> be a great help. >>> >>> >>> David >>> >>> * >>> * For searches and help try: >>> * http://www.stata.com/help.cgi?search >>> * http://www.stata.com/support/statalist/faq >>> * http://www.ats.ucla.edu/stat/stata/ >>> >> >> >> >> -- >> Dr. Yuval Arbel >> School of Business >> Carmel Academic Center >> 4 Shaar Palmer Street, Haifa, Israel >> e-mail: yuval.arbel@gmail.com >> >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/statalist/faq >> * http://www.ats.ucla.edu/stat/stata/ >> >> >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/statalist/faq >> * http://www.ats.ucla.edu/stat/stata/ >> >> >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/statalist/faq >> * http://www.ats.ucla.edu/stat/stata/ >> > > > -- > Dr. Yuval Arbel > School of Business > Carmel Academic Center > 4 Shaar Palmer Street, Haifa, Israel > e-mail: yuval.arbel@gmail.com > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > > > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ -- Dr. Yuval Arbel School of Business Carmel Academic Center 4 Shaar Palmer Street, Haifa, Israel e-mail: yuval.arbel@gmail.com * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**Re: st: Re:***From:*Yuval Arbel <yuval.arbel@gmail.com>

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