Search found 2 matches
- Sun May 17, 2015 3:39 am
- Forum: Econometric Discussions
- Topic: Very high R - squared in Panel EGLS (Cross-section SUR)
- Replies: 2
- Views: 4765
Re: Very high R - squared in Panel EGLS (Cross-section SUR)
Ok, maybe differently formulated question... Can anybody tell me what kind of R-squared statistic Eviews provides in "panel EGLS (Cross-section SUR)" estimation? - Is it standard "goodness-of-fit statistic" - less useful as a diagnostic tool for GLS regressions (because not bound...
- Tue May 12, 2015 3:16 pm
- Forum: Econometric Discussions
- Topic: Very high R - squared in Panel EGLS (Cross-section SUR)
- Replies: 2
- Views: 4765
Very high R - squared in Panel EGLS (Cross-section SUR)
Dear All, I estimate one-way FE models with corrections by the non-spherical character of the error terms - using the EViews8 package, settings for GLS Weights were introduced by marking the cross-section SUR option. I estimated 5-6 models with the same dependent variable but with different sets of ...