On 4 Dec 2008, at 13:39, JOHN ANTONAKIS wrote:
Why don't you simply construct a 95% confidence interval around the
tau
estimate and check if estimates overlap? STATA reports the ASE for tau
with the tab y x, all command.
Warning: overlapping confidence intervals do not necessarily mean that
the two are not significantly different.
You need the confidence interval for the difference.
Ronan Conroy
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