Displaying 3 results from an estimated 3 matches for "savememori".
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2007 Aug 16
0
summarising systemfit with saveMemory
Hi all -
I'm on R 2.5.1 for XP.
in the systemfit package, the summary is set to print the McElroy's
measure of fit unless it's NULL. When the option saveMemory = TRUE,
the McElroy isn't included, instead it defaults to NA. Thus I am
unable to use summary.systemfit.
> library(systemfit)
> example(systemfit)
> surfit2 <-
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