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RE: st: RE: Different coefficient magnitudes in ols and 2sls estimation
From
"Nick Cox" <[email protected]>
To
<[email protected]>
Subject
RE: st: RE: Different coefficient magnitudes in ols and 2sls estimation
Date
Thu, 22 Apr 2010 19:19:34 +0100
No, I meant whether your judgement "significantly smaller" reflected a
difference confirmed as such by an appropriate formal procedure. I don't
know what it would be, but this is not it.
Nick
[email protected]
Sukesh Patro
Sent: 22 April 2010 19:11
To: [email protected]
Subject: Re: st: RE: Different coefficient magnitudes in ols and 2sls
estimation
Sorry Nick. I left out the t-stats. The OLS t-stat is about 3.00 and
the 2SLS t-stat is about 2.50. Is this what you meant? I only left
them out because they were part of the original question.
Thanks again, SSKP
On Thu, Apr 22, 2010 at 1:07 PM, Nick Cox <[email protected]> wrote:
> So, no formal significance test in either case. Thanks for the
> clarification.
>
> Nick
> [email protected]
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