Re: st: simulate consequences of selection bias 101

[Thomas Gschwend <gschwend@uni-mannheim.de>]

Very nice. Thanks a bunch.
Thomas

Austin Nichols schrieb:
> OK,
> how about heteroskedasticity plus selection on the dependent variable?
>
> clear
> set seed 12345
> range x 0 10 500
> g error = invnorm(uniform())*2*x
> g y=5-.5*x+error
> reg y x
> reg y x if y>10
> gr7 y x, yli(10)
>
>
> On Tue, Apr 1, 2008 at 9:47 AM, Thomas Gschwend
> <gschwend@uni-mannheim.de> wrote:
> > I meant to say "selection on the dependent variable". I wanted to let
> >  the students see that we might even get a sign flip if we select on the
> >  dependent variable and run a regression of the range-restricted Y on X.
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