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RE: st: 3sls
From
Nick Cox <[email protected]>
To
"'[email protected]'" <[email protected]>
Subject
RE: st: 3sls
Date
Wed, 26 Oct 2011 17:11:41 +0100
I'd say "Stata is your friend".
. search 3sls
Keyword search
Keywords: 3sls
Search: (1) Official help files, FAQs, Examples, SJs, and STBs
Search of official help files, FAQs, Examples, SJs, and STBs
[R] reg3 . . Three-stage estimation for systems of simultaneous equations
(help reg3)
FAQ . . . . . . . . . . . . . . Negative and missing R-squared for 2SLS/IV
. . . . . . . . . . . . . . . . W. Sribney, V. Wiggins and D. Drukker
7/11 For two-stage least-squares (2SLS/IV/ivregress)
estimates, why is the R-squared statistic not
printed in some cases?
For two-stage least-squares (2SLS/IV/ivregress)
estimates, why is the model sum of squares
sometimes negative?
For two-stage least-squares (3SLS/IV/reg3)
estimates, why are the R-squared and model sum
of squares sometimes negative?
http://www.stata.com/support/faqs/stat/2sls.html
Example . . . . . . . Textbook Examples: Econometric Analysis, Fourth Edition
. . . . . . . . . . . . . . . . . . UCLA Academic Technology Services
10/05 examples from the book Econometric Analysis, Fourth
Edition by William Greene
http://www.ats.ucla.edu/stat/examples/greene/
Nick
[email protected]
Steve Nakoneshny
Google is your friend. First result for "stata 3sls" leads to -help reg3-
On 2011-10-26, at 9:51 AM, Souha El- Khanji wrote:
> can anybody give me the procedure to run the fixed and the random
> effects for 3sls in stata
*
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