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Using Eviews 7 .

This question is related to http://forums.eviews.com/viewtopic.php?f=18&t=12735

The p-value on theta1 differ maybe because the std error in both models are different.

How do I make the std errors the same? I am very confused as to which coefficient covariance matrix to choose.

I ran 2 specifications as in attached file.
Eqn1 is a a fixed cross-section panel data.

1) The value of theta1 is the same for both models. But why does the p-value DIFFER for theta1 in the 2 model?

2) Which results is more reliable?

Thank you

Using Eviews 7.

How do I test if my variable is monotonically increasing or decreasing?

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i tried with TSLS.

My F-stat stll become <10 in Model 2.

Can anyone explain why this is happening?

Thank you

Thanks for the reply. Then should I use TSLS instead of GMM?

Thank you

Model 2 is here

Hi

M data is confidential so I am only posting my estimation equation and results (with the coefficients value removed).
Hope you can help

Thank you

Hi

A_lag is the instrument in the true sense of the word, that is the instrument for the endogenous variable.

Of course, all the right-hand side variables in the 2nd stage are included in the 1st stage as instruments too.

Thank you

This question has been posted here: http://stats.stackexchange.com/questions/159556/f-stat-becomes-10-after-controls-added I am using Eviews 7. Model A: Y = c + log(X) + A Using a GMM IV, instrument = A_lag. F-stat > 10 Model B: Y = c + log(X) + A + B Using a GMM IV, instrument = A_lag. F-stat < 10 ...

Hi

Thanks for the reply. As my data are confidential I can't post the workfile. Instead I have attached images of the results and the estimation. Please try to help.

Thank you

Using Eviews 7.

I have only
1 instrument (variable used in 1 stage but not 2nd stage)
1 endogenous variable
but Eviews produce the J-Stat & J-Stat (prob).

I thought J-Stat & J-Stat (prob) is only for situations when there are more instruments than endogenous variables.

Thank you

Using Eviews 7.

1) How do I tell if my panel data is static or dynamic?

2) if it is static and I need to run an IV, can I use GMM/Dynamic Panel Data? Or must I use TSLS?

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Using Eviews 7

Query:
1) GMM / DPD - Generalized Method of Moments / Dynamic Panel Data:

i) How do I find the p-value for the J-stat?
ii) How do I find the F-stat?

2) For a panel data, using TSLS

i) how do I find the J-stat and its probability?

Thank you

Using Eviews 7.

1) My model
Y=X + Female
where Female is a dummy =1 if it is female

For the cross section, am I supposed to select "None"?

2) What's the difference between random and fixed effect?

Thank you

Hi 1) I still don't understand how to decide between TSLS & GMM. Ans: 2) Ok, I found out for GMM (non-panel data), the F-stat can be found at View --> IV Diagnostics and Tests Query: 1) GMM / DPD - Generalized Method of Moments / Dynamic Panel Data: i) How do I find the p-value for the J-stat? i...