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Re: st: Significance Test
From
Nick Cox <[email protected]>
To
"[email protected]" <[email protected]>
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
[email protected]
On 10 March 2014 09:41, Naila Saeed <[email protected]> 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 <[email protected]> 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 <[email protected]> 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.
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