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st: Wald chi-square with panel models


From   Sydney Jansen <[email protected]>
To   [email protected]
Subject   st: Wald chi-square with panel models
Date   Thu, 1 Apr 2010 09:25:31 -0700 (PDT)

Dear all,

I have run two panel models (pooled regression) with FGLS and am interested in model power/improvement (Wald chi-square) when including my main independent variable for both models.

        Control variables    Control variables + indep. var
Model I df(3)     11.41**             df(4) 89.71***
Model II df(3)     178.85***         df(4) 365.76***
Dataset = 15 panels with 5 time units

Where could I find more information on how to evaluate the power of my models? 

Sydney Jansen
Amsterdam Business School



      
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