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From |
"Fitzgerald, James" <J.Fitzgerald2@ucc.ie> |

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

Subject |
Re: st: Comparing coefficients across sub-samples |

Date |
Fri, 3 Aug 2012 02:37:28 +0000 |

Thanks again David. On 3 Aug 2012, at 03:35, "David Hoaglin" <dchoaglin@gmail.com> wrote: > James, > > The concept underlying "Lisa's formula" is quite basic; you should be > able to find it in almost any introductory book on mathematical > statistics or probability ("variance of a sum or difference [or, more > generally, a linear combination] of independent random variables"). > It is not a "big" enough concept to be called a theorem, let alone be > named after someone. I should be able to dig up a reference if > needed. > > The only part of the formula that might need justification is the use > of the estimates for var(B1) and var(B2) and then referring z to a > standard normal distribution. That step relies on having "large" > samples, but it should be OK, and it is very commonly done. > > David Hoaglin > > On Thu, Aug 2, 2012 at 9:51 PM, Fitzgerald, James <J.Fitzgerald2@ucc.ie> wrote: >> David, >> >> One final thing; if I use this formula how would I reference or justify my use of it? Is it a basic formula I'd find in an econometrics text, or does it have a specific author, or is it founded on a particular theorem? >> >> Any help you can give is much appreciated >> >> James > * > * 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: Comparing coefficients across sub-samples***From:*"Fitzgerald, James" <J.Fitzgerald2@ucc.ie>

**Re: st: Comparing coefficients across sub-samples***From:*David Hoaglin <dchoaglin@gmail.com>

**Re: st: Comparing coefficients across sub-samples***From:*"Fitzgerald, James" <J.Fitzgerald2@ucc.ie>

**Re: st: Comparing coefficients across sub-samples***From:*David Hoaglin <dchoaglin@gmail.com>

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