No constant and R² in output?

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devilangel
Posts: 3
Joined: Fri Apr 05, 2013 8:51 am

No constant and R² in output?

Postby devilangel » Mon Apr 08, 2013 5:56 am

Dear all,

I've been using eviews to generate a generalized method of moments/dynamic panel data regression. Although I include the c-term in my regression, it doesn't appear in my output and neither does R². (When I try to do my regression analogically with OLS, just to see if this works, c and R² do appear in my output). Does anyone have any idea how this is possible and how to solve this?

Thanks in advance!

EViews Glenn
EViews Developer
Posts: 2620
Joined: Wed Oct 15, 2008 9:17 am

Re: No constant and R² in output?

Postby EViews Glenn » Mon Apr 08, 2013 10:50 am

We don't report R2 for dynamic panel data models since the transformation of the model makes computation of this measure somewhat odd. The reason your constant disappears is that it not identified in the differenced (or orthogonal deviations) specification.

devilangel
Posts: 3
Joined: Fri Apr 05, 2013 8:51 am

Re: No constant and R² in output?

Postby devilangel » Tue Apr 09, 2013 1:02 am

Is there kind of an alternative measure for R² then that is reported in the GMM/DPD regression? And is there an alternative to the F-statistic too maybe? Because this one isn't reported either.
And is it possible to make the constant (c) appear in the output?

Thanks in advance!!


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