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omitted variable test with gmm
Posted: Thu Aug 25, 2011 7:06 am
by dddmb33
hello
im using eviews 7
I want to perform the omitted variables test with the gmm model, but i recibe a message that asked me to re-estimate my model, because this model was estimate with a previous version of eviews but thats not true i estimate my model with eviews 7. what can i do?
Re: omitted variable test with gmm
Posted: Thu Aug 25, 2011 7:48 am
by EViews Gareth
Ensure that your copy of EViews 7 is up to date.
Re: omitted variable test with gmm
Posted: Thu Aug 25, 2011 8:04 am
by dddmb33
but its posible to perform the omitted variables test with the gmm model?
Re: omitted variable test with gmm
Posted: Thu Aug 25, 2011 8:05 am
by EViews Gareth
Yes
Re: omitted variable test with gmm
Posted: Thu Aug 25, 2011 8:10 am
by dddmb33
can you tell me how to perform it?
Re: omitted variable test with gmm
Posted: Thu Aug 25, 2011 8:19 am
by EViews Gareth
View->Coefficient Diagnostics->Omitted Variables - J Stat difference.
Re: omitted variable test with gmm
Posted: Thu Aug 25, 2011 8:31 am
by dddmb33
in my screen doesnt appear the j stat difference button
Re: omitted variable test with gmm
Posted: Thu Aug 25, 2011 8:33 am
by EViews Gareth
Are you using EViews 7 (and is it up to date)? Is your equation estimated by GMM?
Re: omitted variable test with gmm
Posted: Thu Aug 25, 2011 8:37 am
by dddmb33
yes i am using eviews 7 and i am estimating the equation with the gmm model but i also have the eviews 6, and in this version of eviews i recived the message "this test is not allowed with this estimation model"
Re: omitted variable test with gmm
Posted: Thu Aug 25, 2011 8:43 am
by EViews Gareth
I feel like I'm going in circles.
Just to be clear. You need to have an equation estimated by GMM. You need to be using EViews 7. Your copy of EViews 7 needs to be up to date.
Re: omitted variable test with gmm
Posted: Thu Aug 25, 2011 8:44 am
by dddmb33
thanks for your help gareth