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Re: st: RE: RE: Using ivhettest to test for heterogeneity


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: RE: Using ivhettest to test for heterogeneity
Date   Wed, 29 Feb 2012 10:00:31 +0000

The motivation for power calculations seems to be compromised when the
hypotheses being tested are determined by looking at results.

I am a great fan of looking at results to see whether I should revise
my analysis. But then I don't ever do power calculations and I sit
loose to most significance tests.

Nick

On Wed, Feb 29, 2012 at 9:03 AM,  <andreas.zweifel@uzh.ch> wrote:

> Yes, I see now that the two commands (-imtest, white- and -ivhettest, ivcp nr2-)
> produce equivalent results also for my sample. I think it is a good idea to
> reduce the degrees of freedom because I have only 98 observations in my sample.
> Maybe I could even drop the -ivsq- option (and hence ignoring also the squares
> of the instruments). By calling just -ivhettest, nr2- I could enhance the
> power of the test by decreasing the degrees of freedom to 12.
>

[very big snip]
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