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Re: unobserved heterogeneity [was: Re: st: Markov model]


From   Mauricio Esteban Cuak <[email protected]>
To   [email protected]
Subject   Re: unobserved heterogeneity [was: Re: st: Markov model]
Date   Sat, 12 Mar 2011 21:50:56 +0000

Thanks for your reply.
I do see your point. However, if we suspect important heterogeneity
and if the results from the correction (wether using a model that
seems warranted by the problem at hand or not) are pretty much the
same as without the correction,
then, I would say my confidence on the results has gone up.

2011/3/11 Maarten buis <[email protected]>:
> --- On Fri, 11/3/11, Mauricio Esteban Cuak wrote:
>> I'm interested in knowing the reasons for which you
>> assert that one shouldn't control for unobserved
>> heterogeneity.
>
> (Warning: It is Friday afternoon here and I feel like
> provoking.)
>
> Because we are doing empirical research. The strenght
> of our argument comes from the fact that we base our
> conclusions on stuff we have seen and not on stuff
> we have imagined. The problem with unobserved
> heterogeneity is that it is unobserved, so any
> "solution" will be strongly relient on "imagined facts"
> rather than real observations, thus dimishing the
> strength of our argument.
>
> This is a bit tongue in cheek, but I do think that
> there is a core of truth in it. Actually, I think it
> is entirely true, only a bit one-sided. Unobserved
> heterogeneity can be a legitimate problem to worry
> about, but the question is, can there be a solution?
>
> A more balanced discussion of my position on this issue
> can be found here:
> <http://www.stata.com/statalist/archive/2011-03/msg00231.html>
>
> and here:
> <http://www.stata.com/statalist/archive/2011-03/msg00255.html>
>
> -- Maarten
>
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
> http://www.maartenbuis.nl
> --------------------------
>
>
>
>
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