Thanaset
2011-Jan-12 14:42 UTC
[R] Bootstrapping to Correct Standard Errors in Two-Stage Least Square Estimation
Dear friends I want to estimate an equation using two-stage least square but suspect that the model suffers from autocorrelation. Can someone please advise how to implement bootstrapping method in order to calculate the correct standard errors in R? Thank you. Kind regards Thanaset -- View this message in context: http://r.789695.n4.nabble.com/Bootstrapping-to-Correct-Standard-Errors-in-Two-Stage-Least-Square-Estimation-tp3214080p3214080.html Sent from the R help mailing list archive at Nabble.com.
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