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st: Reasons for varying OLS coefficients across different sub-samples.
From
"Gupta, Sumedha" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Reasons for varying OLS coefficients across different sub-samples.
Date
Mon, 18 Jul 2011 20:21:59 +0000
Dear All,
I am running some OLS regressions on survey data (using svy) and seem to get very different results across different random sub-samples I draw from the sample. I believe two common reasons for this could be heteroscedasticity and outliers. Svy does not allow robust option after reg. Is there another way to test for why I am getting such different results for different sub-samples and more importantly is there a way of getting more robust results?
All help will be much appreciated. Many thanks.
Sincerely,
Sumedha.
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