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| From | "Richard C. Feiock" <richard.c.feiock@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: OLS, 2SLS, & SE |
| Date | Tue, 30 Nov 2010 16:08:41 +0900 |
Hello. I am running OLS and 2SLS and comparing the results from the two analyses. My results show that the SE for the coefficient is larger in OLS, compared to the SE for the same variable (instrument) in 2SLS. I thought that the results should be the other way around. I checked with all the data and procedures and the results are the same. Why would I have this finding (the smaller SE in 2SLS) and would you direct me to the relevant readings for this finding? Best, Richard * * 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/