Tag Archives: Corrections
good eye!
Hui Cao from China caught this one . . . and it’s in the “corrected printing” to boot! On 6/21/11 12:44 PM, 晖 曹 wrote: On page 75: [p(Xi=x|Di=1)(1-p(Xi=x|Di=1)] should be [p(Di=1|Xi=x)(1-P(Di=1|Xi=x)} Yes indeed!
keep those corrections coming!
our corrected printing notwithstanding, we certainly didn’t catch them all . . . here’s a few more from Aron “eagle-eye” Tobias at Yale: The book is really great but I need not tell you that since you probably know that already. What I would like to share with you is some possible typos (all are [...]
Corrections Coming!
Princeton University Press has graciously released a corrected version of MHE. This is not a new edition (we’re still recovering from the first!). But we’ve corrected the mistakes uncovered by careful readers in the past 18 months. The corrected version is now in print and should be shipping soon from Amazon and other big retailers. [...]
How many df in that?!
Reading pp 298-299 with somewhat more care than they were written, Tobias Wuergler from Zurich writes: In order to demonstrate that robust standard errors are likely to be more biased than non-robust under homoskedasticity, you use a bivariate example, where the single regressor is assumed to be in deviations-from-means form. Wouldn't one need, strictly speaking, [...]
42 clusters references swap
The references to Hansen (2007a) and Hansen (2007b) on page 322-323 are swapped. On page 322, it should be Hansen (2007b) referenced as discussing bias-correction of serial correlation parameters and on page 323, it should be Hansen (2007a) referenced as showing pretty good results for state clustering with modest numbers of states. Steve must have [...]
Typo on p. 136
Careful reader Christian Perez notes that on page 136 the parameter to be estimated in equation 4.1.15 is \rho and not \e as stated in the text. Thanks Chris!
Multivariate first stage F . . . NOT
This just in from the ivreg2 team (Chris Baum, Mark Schaffer, and Steve Stillman): How should you construct a first stage F stat to measure instrument strength when you have more than one endogenous variable? Not by following the instructions we gave at the bottom of page 218. Althought the theoretical expressions that motivate the [...]
Bbbbb . . . bivariate probit!
Raphael Studer from Switzerland noticed that the bivariate probit likelihood on page 199 looks suspiciously like the likelihood for old fashioned monaural probit. Thanks Raphael – this is indeed the wrong likelihood, so don’t try to maximize that at home, folks. It works only if you don’t have an endogenous regressor in the first place. [...]
Typo on page 130
Well, we like the occasional casual relationship as much as the next guy, but on page 130 the relationship between draft-eligibility and earnings is meant to be causal . . . Thanks to Peter Dizikes for pointing this out!
Covariate Contradiction?