tag:blogger.com,1999:blog-2198942534740642384.post8305362667519504209..comments2023-10-24T03:16:41.009-07:00Comments on Econometrics Beat: Dave Giles' Blog: Solution to the Regression TrickDave Gileshttp://www.blogger.com/profile/05389606956062019445noreply@blogger.comBlogger2125tag:blogger.com,1999:blog-2198942534740642384.post-89787847588162510432013-09-30T20:24:10.930-07:002013-09-30T20:24:10.930-07:00Yes, they certainly will. In fact, for an original...Yes, they certainly will. In fact, for an original sample size of 'n', and 'k' regressors (excluding the intercept), the reported standard errors will be 'c' times the correct standard errors, where c=SQRT[(n-k)/(2n-k-1)] . Clearly, c <1.Dave Gileshttps://www.blogger.com/profile/05389606956062019445noreply@blogger.comtag:blogger.com,1999:blog-2198942534740642384.post-87977890075226501962013-09-30T17:21:14.044-07:002013-09-30T17:21:14.044-07:00So, I knew this worked because I've done it be...So, I knew this worked because I've done it before (in terms of forcing the intercept to the origin), but won't your standard errors be underestimated?Davenoreply@blogger.com