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| From | Nick Cox <njcoxstata@gmail.com> |
| To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
| Subject | Re: st: Significance Test |
| Date | Mon, 10 Mar 2014 09:19:04 +0000 |
If this is a question about Eviews, please take it elsewhere. If it is, contrary to appearance, a question about Stata, I think people would need to see your syntax. Nick njcoxstata@gmail.com On 10 March 2014 08:54, Naila Saeed <nailasaeed@gmail.com> wrote: > I am encountered a problem regarding testing significance of estimated > coefficients. > I have estimated the following two equations independently using Eviews: > > Y1=a0 + a1*X1 + a2*Y2 + e > Y2 = b0 + b1*X2 + b2*Z1 + I > > e and i are respective residuals. I hypothesize that Z1 affects Y2 and > Y2 affects Y1. I am now interested to test significance of a2*b2=0. I > have estimated these equations independently using GMM to tackle > endogeniety and have not estimated them as a system. I need help to > know how can I test its significance. It is of critical importance for > my study. Kindly, guide me how can I proceed. Your valuable comments > will be highly appreciated. > > Regards > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/faqs/resources/statalist-faq/ > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/