Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: RE: RE: Using ivhettest to test for heterogeneity
From
Nick Cox <[email protected]>
To
[email protected]
Subject
Re: st: RE: RE: Using ivhettest to test for heterogeneity
Date
Wed, 29 Feb 2012 10:00:31 +0000
The motivation for power calculations seems to be compromised when the
hypotheses being tested are determined by looking at results.
I am a great fan of looking at results to see whether I should revise
my analysis. But then I don't ever do power calculations and I sit
loose to most significance tests.
Nick
On Wed, Feb 29, 2012 at 9:03 AM, <[email protected]> wrote:
> Yes, I see now that the two commands (-imtest, white- and -ivhettest, ivcp nr2-)
> produce equivalent results also for my sample. I think it is a good idea to
> reduce the degrees of freedom because I have only 98 observations in my sample.
> Maybe I could even drop the -ivsq- option (and hence ignoring also the squares
> of the instruments). By calling just -ivhettest, nr2- I could enhance the
> power of the test by decreasing the degrees of freedom to 12.
>
[very big snip]
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/