Timeline for How do you compare coefficients and variances across sub sample regressions
Current License: CC BY-SA 3.0
5 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Apr 5, 2018 at 11:00 | vote | accept | user9903833 | ||
| Apr 1, 2018 at 20:12 | comment | added | Paul Spin | Asymptotic normality is a property of an estimator (like OLS). If you you're running OLS regressions, and the assumptions underlying OLS are appropriate for your data, then OLS coefficients may be treated as having an asymptotically normal distribution. See this link for technical details. | |
| Apr 1, 2018 at 20:01 | comment | added | user9903833 | And to clarify I am just running a fixed effects regression with the controls that you can see in the picture. | |
| Apr 1, 2018 at 17:25 | comment | added | user9903833 | Thank you Paul. With the second solution using suest, do you know if there is a module to test if the asymptotic distribution of the coefficients is normal? If not how would I determine this? | |
| Apr 1, 2018 at 15:15 | history | answered | Paul Spin | CC BY-SA 3.0 |