Displaying 3 results from an estimated 3 matches for "guillermojsanmartin".
2007 Feb 21
0
Problems with obtaining t-tests of regression
...hink coeftest(step2model,vcov=vcovHC) should compute exactly
formula (5.34) in Wooldridge, but *please check this out*, as it is only
an intuition!!
Best,
Giovanni
------------------------------
Message: 3
Date: Tue, 20 Feb 2007 14:00:56 +0100
From: " Guillermo Juli?n San Mart?n "
<guillermojsanmartin at googlemail.com>
Subject: [R] Problems with obtaining t-tests of regression
coefficients applying consistent standard errors after run
2SLS
estimation. Clearer !!!!!
To: r-help at stat.math.ethz.ch
Message-ID: <48a5ea80702200500tc57d76r67d48d918af57244 at mail.gmail.com>
Content-Type:...
2007 Feb 19
1
Urgent: How to obtain the Consistent Standard Errors after apply 2SLS through tsls() from sem or systemfit("2SLS") without this error message !!!!!!!!!!!!!
Hi,
I am trying to obtain the heteroskedasticity consitent standard errors
(HCSE) after apply 2SLS. I obtain 2SLS through tsls from package sem or
systemfit:
#### tsls ####
library (sem)
Reg2SLS <-tsls(LnP~Sc+Ag+Ag2+Var+R+D,~I2+Ag+Ag2+Var+R+D)
summary (Reg2SLS)
#### systemfit ####
library (systemfit)
RS <- LnP~Sc+Ag+Ag2+Var+R+D
Inst <- ~I2+Ag+Ag2+Var+R+D
labels
2007 Feb 20
0
Problems with obtaining t-tests of regression coefficients applying consistent standard errors after run 2SLS estimation. Clearer !!!!!
First I have to say I am sorry because I have not been so clear in my
previous e-mails. I will try to explain clearer what it is my problem.
I have the following model:
lnP=Sc+Ag+Ag2+Var+R+D
In this model the variable Sc is endogenous and the rest are all objective
exogenous variables. I verified that Sc is endogenous through a standard
Hausman test. To determine this I defined before a new