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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 09:51:00 +0000 |
Not my field at all, but making clear what you did in terms of the equivalent Stata syntax would almost certainly make your question more interesting and easier to answer. Nick njcoxstata@gmail.com On 10 March 2014 09:41, Naila Saeed <nailasaeed@gmail.com> wrote: > This is not the question about eviews particularly. I need guidance > generally on the issue please. On Mon, Mar 10, 2014 at 2:19 PM, Nick Cox <njcoxstata@gmail.com> wrote: >> 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. 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. * * 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/