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st: RE: -xthtaylor and weights


From   "Martin Weiss" <[email protected]>
To   <[email protected]>
Subject   st: RE: -xthtaylor and weights
Date   Tue, 23 Mar 2010 18:57:56 +0100

<>

" As far as I  know, the -xthtaylor command allows [iw] or [fw]."



According to its help file, this depends on the estimator used. If you go for the default, your statement is true, if you want the -amacurdy- version, it is not. The dialog boxes are usually also a good way to explore the interplay between options.



HTH
Martin

-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Davillas Apostolos
Sent: Dienstag, 23. März 2010 17:50
To: [email protected]
Subject: st: -xthtaylor and weights

Dear all,

As far as I  know, the -xthtaylor command allows [iw] or [fw]. 
Applying the -xthtaylor without weights resulted to significant and
insignificant coefficients (various p-values).
However, after applying [iw], all the coefficients are strongly
significant (p-values:0.000).

Could you please give me any suggestions for this. I appreciate any help.

Thank you in advance.

Best wishes,

Apostolos  
 


    
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