Re: st: 2SLS and Instrumental Variables

[Richard Williams <Richard.A.Williams.5@nd.edu>]

At 11:17 AM 12/10/2004 +0000, Mark Schaffer wrote:

> Perhaps because of the loss of degrees of freedom and/or
> multicollinearity between the Zs?  Try a test of the joint
> significance of Z1-Z4.
That is my first inclination too.  To take a more extreme example, suppose 
you had a hundred yes/no questions.  Their sum (i.e. the number of yes 
answers) might well have a significant effect.  That does not mean that if 
you entered all 100 items in a regression that any one of them individually 
would have a significant effect.

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Richard Williams, Notre Dame Dept of Sociology
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