Search found 2 matches

by flick
Thu Jul 29, 2010 3:39 am
Forum: Econometric Discussions
Topic: retrieving the p-value of the chi-square (GMM regression)
Replies: 1
Views: 6048

retrieving the p-value of the chi-square (GMM regression)

Hi there, I am doing a research project which involves running GMM regressions. I also want to retrieve the p-value of the Chi-square/J-statistic of these regression outputs. My equation is as follows: dividend=c(1)+c(2)*size+c(3)*profit+c(4)*growth+c(5)*value the instrumental variables are: c size(...
by flick
Fri Jul 09, 2010 3:59 am
Forum: Estimation
Topic: Annual Cross-Sectional Logit Regression
Replies: 1
Views: 2809

Annual Cross-Sectional Logit Regression

Hi there! I am trying to figure out how to conduct an annual cross-sectional logit regression. I have data for 11 years with a sample size ranging from around 100 to over 1000. As far as I know, the usual way of conducting a cross-sectional analysis is by creating a (balanced) panel workfile. Unfort...

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