Page 1 of 1
2SLS Output
Posted: Tue Nov 23, 2010 10:05 am
by fmgoto
Hi, sorry if this seems silly, but I wonder if Eviews 6 outputs statistics of the instruments, such as estimated coefficients and their t-statistics. Where can I get them? Thank You, Fabio
Re: 2SLS Output
Posted: Tue Nov 23, 2010 10:13 am
by EViews Gareth
Not sure I understand the question. Are you asking about statistics from the "first stage". If so, then since EViews does not perform the first stage, such statistics are not reported. You'll have to manually perform the first stage.
Re: 2SLS Output
Posted: Tue Nov 23, 2010 11:46 am
by fmgoto
That is it. Thanks.
Re: 2SLS Output
Posted: Wed Nov 24, 2010 7:09 am
by samijo
Hi Gareth,
Can u please explain here a little more, u said that EViews doesn't perform 1st stage, while the manual is confusing, at some point it says it doesn't and so Fair1976 warning is irrelevant, then a paragraph later it says that it by default adjusts for Fair's concern!
Re: 2SLS Output
Posted: Wed Nov 24, 2010 7:57 am
by EViews Gareth
Could you point out which bit of the manual you are looking at? The first few paragraphs of the Two-stage Least Squares section point out exactly how 2sls is calculated (with no first stage).