Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: RE: FGS3SLS
From
Nick Cox <[email protected]>
To
"'[email protected]'" <[email protected]>
Subject
st: RE: FGS3SLS
Date
Thu, 26 Aug 2010 15:17:36 +0100
This isn't really fine. You have achieved essentially a perfect fit. In the absence of your syntax all that can be said is that this is gross over-fitting. You need to change something or other.
Nick
[email protected]
[email protected]
I'm estimating a FGS3SLS model (Simultaneous Systems of Spatially Interrelated Cross Sectional Equations) based on syntax provided by Kelejian and Prucha.
The model seems to run fine but I can't the model to print out the Std. Err of the rho (see below). Has anyone ever come across this problem before and how did you fix it?
Thanks
--------------------
Iteration 0: residual SS = 45211.31
Iteration 1: residual SS = 4048.852
Iteration 2: residual SS = .034623
Iteration 3: residual SS = 2.59e-12
Source | SS df MS Number of obs = 3
----------+------------------------------ F( 2, 1) = 8.84e+32
Model | 22320.3033 2 11160.1517 Prob > F = 0.0000
Residual | 1.2622e-29 1 1.2622e-29 R-squared = 1.0000
----------+------------------------------ Adj R-squared = 1.0000
Total | 22320.3033 3 7440.10111 Root MSE = 3.55e-15
Res. dev. = -194.4086
(equ)
----------------------------------------------------------------
z1 | Coef. Std. Err. t P>|t| [95% Conf. Interval]
--------+------------------------------------------------------
rho | .0827788 . . . . .
sigma2 | 104.6203 . . . . .
-----------------------------------------------------------------
(SEs, P values, CIs, and correlations are asymptotic approximations)
obs was 3, now 153
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/