No intercept or R² in GMM/DPD output
Posted: Fri Apr 05, 2013 8:56 am
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 do appear in my output). Does anyone have any idea how this is possible and how to solve this?
Thanks in advance!
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 do appear in my output). Does anyone have any idea how this is possible and how to solve this?
Thanks in advance!