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Re: st: sign test output


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: sign test output
Date   Fri, 18 Jan 2013 14:04:08 +0100

On Fri, Jan 18, 2013 at 1:34 PM, Nahla Betelmal wrote:
> Also, As I am not using regression in my 346 firm sample, robust or
> bootstrapped regression  would not solve the normality issue.

Why do you think that? Regress without covariates just estimates the
mean (the constant), and robust standard errors gives you robust
standard errors for that mean. Similarly, bootstrap would give you a
bootstranp confidence interval for that mean. Both are valid attemps
to work around non-Gaussianity.

-- Maarten

---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany

http://www.maartenbuis.nl
---------------------------------
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