Is there kind of an alternative measure for R² then that is reported in the GMM/DPD regression? And is there an alternative to the F-statistic too maybe? Because this one isn't reported either.
And is it possible to make the constant (c) appear in the output?
Thanks in advance!!
Search found 3 matches
- Tue Apr 09, 2013 1:02 am
- Forum: General Information and Tips and Tricks
- Topic: No constant and R² in output?
- Replies: 2
- Views: 4260
- Mon Apr 08, 2013 5:56 am
- Forum: General Information and Tips and Tricks
- Topic: No constant and R² in output?
- Replies: 2
- Views: 4260
No constant and R² in output?
Dear all, I've been using eviews to generate a generalized method of moments/dynamic panel data regression. Although I include the c-term in my regression, it doesn't appear in my output and neither does R². (When I try to do my regression analogically with OLS, just to see if this works, c and R² d...
- Fri Apr 05, 2013 8:56 am
- Forum: Econometric Discussions
- Topic: No intercept or R² in GMM/DPD output
- Replies: 0
- Views: 1965
No intercept or R² in GMM/DPD output
Dear all, I've been using eviews to generate a generalized method of moments/dynamic panel data regression. Although I include the c-term in my regression, it doesn't appear in my output and neither does R². (When I try to do my regression analogically with OLS, just to see if this works, c and R² d...