Search found 2 matches
- 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(...
- 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...
