feasible generalized least square

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samar
Posts: 3
Joined: Thu Sep 01, 2011 9:25 am

feasible generalized least square

Postby samar » Fri Sep 02, 2011 1:17 am

hello,
i hav applied FGLS on my panel data. it gives me significant estimates and also a good DW of 2.01. but the only problem i hv is my R2 is exactly 1.00.what should i do?
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startz
Non-normality and collinearity are NOT problems!
Posts: 3798
Joined: Wed Sep 17, 2008 2:25 pm

Re: feasible generalized least square

Postby startz » Fri Sep 02, 2011 6:08 am

You've made some kind of mistake in specifying the model.
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samar
Posts: 3
Joined: Thu Sep 01, 2011 9:25 am

Re: feasible generalized least square

Postby samar » Tue Sep 06, 2011 9:48 am

thank u for ur response
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