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Re: st: Reasons for varying OLS coefficients across different sub-samples.


From   Fernando Rios Avila <f.rios.a@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Reasons for varying OLS coefficients across different sub-samples.
Date   Mon, 18 Jul 2011 16:33:23 -0400

Hi Sumedha,
I believe that another reason could be that your subsamples are "too"
random. In other words, each sample is capturing too much of specific
subgroups, which might be reflected in your results. I would like to
know, however, why would you like to run your regression in a random
subsample instead that the full sample (except for memory issues). And
if you are doing so, perhaps you might choose to create random
stratified samples, to be sure your subsamples are representing the
whole universe of your data.
Fernando

On Mon, Jul 18, 2011 at 4:21 PM, Gupta, Sumedha <sugupta@iupui.edu> wrote:
> Dear All,
>
> I am running some OLS regressions on survey data (using svy) and seem to get very different results across different random sub-samples I draw from the sample. I believe two common reasons for this could be heteroscedasticity and outliers. Svy does not allow robust option after reg. Is there another way to test for why I am getting such different results for different sub-samples and more importantly is there a way of getting more robust results?
>
> All help will be much appreciated. Many thanks.
> Sincerely,
> Sumedha.
>
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