Search found 3 matches
- Tue Jul 27, 2010 6:51 am
- Forum: Estimation
- Topic: why do I get negative Rsquared in GMM?
- Replies: 4
- Views: 10918
Re: why do I get negative Rsquared in GMM?
ok, thanks.
- Tue Jul 27, 2010 6:16 am
- Forum: Estimation
- Topic: why do I get negative Rsquared in GMM?
- Replies: 4
- Views: 10918
Re: why do I get negative Rsquared in GMM?
Hi there,
Many thanks. The validity of instruments I believe are ok, so How do I do the goodness of fit check in IV?
Many thanks. The validity of instruments I believe are ok, so How do I do the goodness of fit check in IV?
- Tue Jul 27, 2010 3:58 am
- Forum: Estimation
- Topic: why do I get negative Rsquared in GMM?
- Replies: 4
- Views: 10918
why do I get negative Rsquared in GMM?
I need some help on the following estimation. I am using an unbalanced panel of european firms where I give cross section fixed effects to countries. I am using Gmm and using 1 period lagged independent variables as instruments. My problem is I am getting negative R-squares! why does this happen? ho...