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st: Why the estimates of OLS and IV are same?
From
Hussain Samad <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Why the estimates of OLS and IV are same?
Date
Fri, 5 Aug 2011 00:45:38 -0700 (PDT)
Dear Statalist:
I have modeled an OLS and an IV regression. Although Hausman test rejects the null hypothesis that OLS is consistent, the OLS and IV estimates
(that is, the coefficients) come out very similar. Is there any
intuitive explanation?
Thanks in advance.
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