panel estimation with TSLS

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mcmedeiros
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Joined: Thu May 31, 2012 5:31 pm

panel estimation with TSLS

Postby mcmedeiros » Thu May 31, 2012 5:40 pm

Dear All,

I am estimating a panel regression with TSLS and whenever I include either fixed effects or time dummies I get the following error message: "positive or non-negative argument to function expected". Could anyone help me? Please see equation1 in the attached file (forum.wf1).

Thanks!

Marcelo
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Last edited by mcmedeiros on Sun Jun 03, 2012 4:47 am, edited 1 time in total.
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EViews Glenn
EViews Developer
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Re: panel estimation with TSLS

Postby EViews Glenn » Fri Jun 01, 2012 3:20 pm

There is no equation1.
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mcmedeiros
Posts: 2
Joined: Thu May 31, 2012 5:31 pm

Re: panel estimation with TSLS

Postby mcmedeiros » Sun Jun 03, 2012 4:50 am

Sorry, I have now attached the correct file with equation1. The error message appears when I try to include fixed effects (either cross-section or time).

Thanks for your help.
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EViews Glenn
EViews Developer
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Joined: Wed Oct 15, 2008 9:17 am

Re: panel estimation with TSLS

Postby EViews Glenn » Tue Jun 05, 2012 10:50 am

What's going on is that your equation is generating an error in computing the J-statistic due to rank deficiency. Let me see if I can improve the handling of the error.
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