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Re: st: RE: Different coefficient magnitudes in ols and 2sls estimation
From
Sukesh Patro <[email protected]>
To
[email protected]
Subject
Re: st: RE: Different coefficient magnitudes in ols and 2sls estimation
Date
Thu, 22 Apr 2010 14:08:23 -0500
The Y2 variable is binary. Should that matter? I started this
discussion under the assumption that it should not matter. Please note
too the sample size is quite large (say over 10,000 observations).
SSKP
On Thu, Apr 22, 2010 at 1:42 PM, Tirthankar Chakravarty
<[email protected]> wrote:
> " Is this test focused on the two coefficients that were specified?"
> Indeed. It is a quadratic in the difference of the estimators weighted
> by the inverse of the difference of the variance-covariance matrices.
> T
> 2010/4/23 Nick Cox <[email protected]>:
>> I know nothing about this stuff. Is this test focused on the two coefficients that were specified? It sounds as if the reviewer were just saying "Why are these so different?", which could be a reasonable question.
>> Nick
>> [email protected]
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