EViews.com

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!

We don't report R2 for dynamic panel data models since the transformation of the model makes computation of this measure somewhat odd. The reason your constant disappears is that it not identified in the differenced (or orthogonal deviations) specification.

Is there kind of an alternative measure for R² then that is reported in the GMM/DPD regression? And is there an alternative to the F-statistic too maybe? Because this one isn't reported either.
And is it possible to make the constant (c) appear in the output?

Thanks in advance!!