similar to: Epple and McCallum TSLS example

Hi,   I'm actually I’m performing a TSLS linear multiple regression on annually data which go from 1971 to 1997. After performing the TSLS regression, I tried to extract the R squared value using “output$r.squared” function and to perform autocorrelation (Durbin Watson and Breush Godfrey) and heterokedasticity tests (Breush-pagan and Goldfeld Quandt)  but I have errors messages. More

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

Dear friends, I am trying to understand and implement instrumental variables regression using R. I found a small (simple) example here which purportedly illustrates the mechanics (using 2-stage least-squares): http://www.r-bloggers.com/a-simple-instrumental-variables-problem/ Basically, here are the R commands (reproducible example) from that site: # ------ begin R library(AER)

Dear all, Using the tsls package, I noticed that regression lists longer than 64 character are getting truncated. Looking at the original source, tsls.formula <- function(model, instruments, data, subset, weights, na.action, contrasts=NULL){ if (missing(na.action)) na.action <- options()$na.action m <- match.call(expand.dots = FALSE) if (is.matrix(eval(m$data,

Dear all, I try to conduct a SEM / two stage least squares regression with the following equations: First: X ~ IV1 + IV2 * Y Second: Y ~ a + b X therein, IV1 and IV2 are the two instruments I would like to use. the structure I would like to maintain as the model is derived from economic theory. My problem here is that I have trouble solving the equations to get the reduced form so I can run

Hi, is there any way to use hostbased authentication without the need to have the SSH host keys stored in a known_hosts file? We run a large cluster where we need to have passwordless remote login available. We currently do that with hostbased SSH authentication. But it is error-prone and a lot of work to keep the known_hosts file up to date on all hosts. (This is the same situation like DNS vs

Hi, is it possible to use SSHFP DNS records to enable password-free host-based login? What I already got working is to use SSHFP DNS records to verify the server host keys. debug1: found 2 secure fingerprints in DNS debug1: matching host key fingerprint found in DNS But hostbased login does not work and I still need to supply a password to log in. (Or to configure a known_hosts file on the

I have just tried to rsync a file of 2147500032 bytes (2.0000152587Gb) and got the following error: rsync -Wvaz /db/edwp/temp/edwp_temp_09.dbf klingon::Dest/db/edwp/temp/ building file list ... link_stat /db/edwp/temp/edwp_temp_09.dbf : Value too large for defined data type done wrote 81 bytes read 40 bytes 80.67 bytes/sec total size is 0 speedup is 0.00 Source and