Search found 17 matches

by cocoabutter
Thu Apr 09, 2009 11:58 am
Forum: Estimation
Topic: GHASTLY TSLS
Replies: 15
Views: 21223

Re: GHASTLY TSLS

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
by cocoabutter
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...
by cocoabutter
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?
by cocoabutter
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...
by cocoabutter
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..
by cocoabutter
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...
by cocoabutter
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...
by cocoabutter
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...
by cocoabutter
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
by cocoabutter
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?
by cocoabutter
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...
by cocoabutter
Thu Apr 02, 2009 4:02 pm
Forum: Estimation
Topic: cooperate sample!
Replies: 2
Views: 5053

Re: cooperate sample!

thank you kind sir¬
by cocoabutter
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!...
by cocoabutter
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...
by cocoabutter
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¬

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