Search found 3 matches
- Mon Jul 25, 2011 12:27 am
- Forum: Estimation
- Topic: F-Statistic for 2SLS
- Replies: 4
- Views: 5757
Re: F-Statistic for 2SLS
in article is written : "The square of the standard error of the regression is given by s^2 = E’E/(n - k). Notice that the reported variance-covariance matrix of the coefficients is s*V. Therefore, the difference of the restricted and unrestricted second-stage SSR, divided by the true SSR, time...
- Mon Jul 18, 2011 12:45 am
- Forum: Estimation
- Topic: F-Statistic for 2SLS
- Replies: 4
- Views: 5757
F-Statistic for 2SLS
Could you please help me to calculate F-statistic for 2SLS. It is reported that: The summary statistics reported at the bottom of the table are computed using the formulae outlined in "Summary Statistics". I’m trying to calculate F-statistic as F = R2*(T-k) / (1-R2)*(k-1) For instance: R-s...
- Sun Jul 03, 2011 11:49 pm
- Forum: Estimation
- Topic: Factor BT test
- Replies: 9
- Views: 8273
Re: Factor BT test
hello EViews Gareth equation eq1.ls y c x1 x2 x3 equation eq2.ls y c p1 p2 x1 x1*p1 x1*p2 x2 x2*p2 x2*p1 x3 x3*p1 x3*p2 I use two limitations. tried to make unrest.regression, but have not received the required logl. Can I see how to build unrestr.regression for this test if we have two limitations.?
