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Hi, this seems very interesting, I hope you don't mind me reviving this. I take that the first post is the correct method to deal with 1SLS for F-stat - weak instrument test. My question is regarding the redundant variable phase. I did the same thing as FOTIS did, however some of my data has N/A in ...

Thanks Hannibal, very grateful, I will see what I can do! Cheers

Thanks again Glenn, that really clear things. Very grateful and happy!

Thanks Glenn,

Would thi smean even if I recieve a p-value of 1 in Hausman test, but a p-value of 0 in the fixed effect likelihood test, I could still continue to specify my model with Fixed effect?

Many Thanks

Thanks Glenn,

Let me get this clear, it I have zero p-value from the likelihood test it means fixed effects is significant, and if I recieve a 1 for my hausman test, it means random effects is valid.

Would this not be a contradiction, and what should I do in this situation?

Thanks

Hi, I am using Eviews 6 if that helps.....

Hi, I am having too many problems with my project at the moment, partly because I am not an econometrician and have only started doing econometris very recently. I am a possibly very simple problem that I hope someone could really help me with, I am so stuck and have literally given up hope on econo...

Thanks Hannibal! Very helpful!

I ran a variety of models, some come back saying that I need random effect, some saying I am fixed effect. For my fixed effects model, all of my instruments have p-value of 1.0000, whilst in random effects model, the Sargan p-value 0.0000

Confused!!

Hi, New here, great forum, very helpful. I have been trying to find ways of doing Sargan test or J-Test (I am under the impression they are the same, please correct me if I am wrong). I am currently using EViews 6, I don't think my model would suit GMM, what is the other way of performing a test on ...