sometimes the model is wrong in one way and sometimes in another way...
Gary
--
*Gary King* - Albert J. Weatherhead III University Professor - Director,
IQSS - Harvard University
GKing.Harvard.edu <http://gking.harvard.edu/> - King(a)Harvard.edu -
@kinggary<http://twitter.com/kinggary>- 617-500-7570 - Asst 495-9271 -
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On Sun, Apr 24, 2011 at 9:36 PM, Leslie Finger <lfinger(a)fas.harvard.edu>wrote;wrote:
Dear Class,
My partner and I are clustering the standard errors in new way (that we
think
makes more sense in theory than what the authors were doing), but now,
while
some clustered standard errors are very slightly bigger than the lm output,
some standard errors are actually smaller (in the same regression). Does
anybody have any intuition about what this might mean?
-Leslie and Adela
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