Thanks startz and Gareth!
Gareth, any idea what the command is?
closest thing I can find is
scalar pval = @)chisq(J statistic, s-k)
But it doesnt say what J, s or K is
Search found 17 matches
- Thu Apr 09, 2009 11:58 am
- Forum: Estimation
- Topic: GHASTLY TSLS
- Replies: 15
- Views: 21223
- Thu Apr 09, 2009 11:00 am
- Forum: Estimation
- Topic: GHASTLY TSLS
- Replies: 15
- Views: 21223
Re: GHASTLY TSLS
ah yes. OK noted. I didn't know that you could just add on the other regressors as instruments as well. Thanks for clearing that up! 1)So do I need to worry about a negative R squared or am I right in assuming is no longer holds its typical (OLS) meaning? 2) What is the equivalent of the sargan test...
- Thu Apr 09, 2009 10:43 am
- Forum: Estimation
- Topic: GHASTLY TSLS
- Replies: 15
- Views: 21223
Re: GHASTLY TSLS
Thanks for the quick reply Gareth, but I don't want all the other control variables to be used as instruments...only the ones I listed.
How do I go about doing this?
Or does Eviews just automatically add all the right hand regressors as instruments? And if so, how come?
How do I go about doing this?
Or does Eviews just automatically add all the right hand regressors as instruments? And if so, how come?
- Thu Apr 09, 2009 10:20 am
- Forum: Estimation
- Topic: GHASTLY TSLS
- Replies: 15
- Views: 21223
Re: GHASTLY TSLS
I want to run TSLS SAGE on c totaltime age age^2 female eduh exphh numberhh d2 d3 d4 d5 d6 where totaltime is to the endogenous variable. and then totaltime to be replaced with sumchores and sumfarm instruments are crop crop*age crop*female crop*age*female I also want to test if my instruments satis...
- Thu Apr 09, 2009 9:42 am
- Forum: Estimation
- Topic: GHASTLY TSLS
- Replies: 15
- Views: 21223
Re: GHASTLY TSLS
Hi startz,
I just tried but my workfile is way too big (1.5 MB) , is there somewhere else I can send it to instead?
I really appreciate it..
I just tried but my workfile is way too big (1.5 MB) , is there somewhere else I can send it to instead?
I really appreciate it..
- Thu Apr 09, 2009 2:32 am
- Forum: Estimation
- Topic: GHASTLY TSLS
- Replies: 15
- Views: 21223
Re: GHASTLY TSLS
Hello Gareth, I am working on a panel of 4 years, however not applying an cross section/period effects. Basically, I'm just running a pooled OLS ( as in previous question) I need to do a TSLS in regressing grade for age = c child labour Z Y because child labour is endogenous. Where Z is host of cont...
- Wed Apr 08, 2009 7:36 pm
- Forum: Estimation
- Topic: GHASTLY TSLS
- Replies: 15
- Views: 21223
Re: GHASTLY TSLS
well it IS a problem, because EVIEWs doesn't allow me to run it with my controls...
- Wed Apr 08, 2009 4:54 pm
- Forum: Estimation
- Topic: GHASTLY TSLS
- Replies: 15
- Views: 21223
GHASTLY TSLS
Hi again, I've got a couple more questions please 1) So I have a panel ( which I am running as a pooled OLS generally, since i do not apply any cross section/time effects as explained by QM), and I'm trying to do a TSLS on it. How do i also include control variables in the equation I want to estimat...
- Wed Apr 08, 2009 7:59 am
- Forum: Estimation
- Topic: about the panel and outliers
- Replies: 5
- Views: 9074
Re: about the panel and outliers
heh i was talking about the sign
- Wed Apr 08, 2009 7:32 am
- Forum: Estimation
- Topic: about the panel and outliers
- Replies: 5
- Views: 9074
Re: about the panel and outliers
Ah ok, thank you.
So that is directly comparable with a pooled OLS, yes?
Also,do you mean sample if abs(resid)<20?
So that is directly comparable with a pooled OLS, yes?
Also,do you mean sample if abs(resid)<20?
- Tue Apr 07, 2009 5:03 pm
- Forum: Estimation
- Topic: about the panel and outliers
- Replies: 5
- Views: 9074
about the panel and outliers
Hello Again! I have two questions please 1) Suppose I run a panel, but neglect to apply and fixed/random effects across both time and cross section. What am I doing exactly here then? Am i just runing a giant/pooled OLS? 2) After estimating my panel, I was checking for outliers by examining the view...
- Thu Apr 02, 2009 4:02 pm
- Forum: Estimation
- Topic: cooperate sample!
- Replies: 2
- Views: 5053
Re: cooperate sample!
thank you kind sir¬
- Thu Apr 02, 2009 3:47 pm
- Forum: Estimation
- Topic: cooperate sample!
- Replies: 2
- Views: 5053
cooperate sample!
quick question please Im running a balanced panel 1991-1994 but now I want to resize it, ie I want to exclude 1993. How do i do this? I don't understand why it won't let me type '1991 1994 if not 1993' or just 'not 1993' during estimation If i try to resize the entire workfile page, it says warning!...
- Wed Apr 01, 2009 5:16 am
- Forum: Estimation
- Topic: warning! panel data
- Replies: 3
- Views: 9624
Re: warning! panel data
Ah, ok I see what you mean now. Many thanks. Also, do I have to be worried about clustering effects when using a panel? It seems to me that random/fixed effects only controls for unobserved heterogeneity at the level of the households ( which is the units my data is in). I see that it has been recom...
- Tue Mar 31, 2009 3:28 pm
- Forum: Estimation
- Topic: read me please! multinomial logit
- Replies: 7
- Views: 13669
Re: read me please! multinomial logit
many thanks¬
