2SLS Output

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fmgoto
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Location: Brasilia, Brazil

2SLS Output

Postby fmgoto » Tue Nov 23, 2010 10:05 am

Hi, sorry if this seems silly, but I wonder if Eviews 6 outputs statistics of the instruments, such as estimated coefficients and their t-statistics. Where can I get them? Thank You, Fabio

EViews Gareth
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Re: 2SLS Output

Postby EViews Gareth » Tue Nov 23, 2010 10:13 am

Not sure I understand the question. Are you asking about statistics from the "first stage". If so, then since EViews does not perform the first stage, such statistics are not reported. You'll have to manually perform the first stage.
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fmgoto
Posts: 76
Joined: Thu Jan 15, 2009 5:01 am
Location: Brasilia, Brazil

Re: 2SLS Output

Postby fmgoto » Tue Nov 23, 2010 11:46 am

That is it. Thanks.

samijo
Posts: 36
Joined: Thu Sep 18, 2008 12:15 pm
Location: CO. USA

Re: 2SLS Output

Postby samijo » Wed Nov 24, 2010 7:09 am

Hi Gareth,
Can u please explain here a little more, u said that EViews doesn't perform 1st stage, while the manual is confusing, at some point it says it doesn't and so Fair1976 warning is irrelevant, then a paragraph later it says that it by default adjusts for Fair's concern!

EViews Gareth
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Re: 2SLS Output

Postby EViews Gareth » Wed Nov 24, 2010 7:57 am

Could you point out which bit of the manual you are looking at? The first few paragraphs of the Two-stage Least Squares section point out exactly how 2sls is calculated (with no first stage).
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