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st: peer variable coefficient estimate nonsense


From   Jian Zhang <jian32@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: peer variable coefficient estimate nonsense
Date   Thu, 1 Mar 2012 15:45:07 +0800

Dear Statalisters,

I was running a OLS regression of student scores on her/her own age
and his/her peers' average age. The results show that the coefficient
estimate of the peer average age is much much larger than own age
estimate.  This does not not seem to be plausible as one would believe
that own age would matter much more than peer average age to own
scores.  any thoughts/comments?  looks like whenever adding peer
characteristics, the regression results does not make sense!
Many thanks!

Best,
Jian
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