[R] Problems with obtaining t-tests of regression coefficients applying consistent standard errors after run 2SLS estimation. Clearer !!!!!

2007-02-20 Thread Guillermo Julián San Martín
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

[R] Urgent: How to obtain the Consistent Standard Errors after apply 2SLS through tsls() from sem or systemfit(2SLS) without this error message !!!!!!!!!!!!!

2007-02-19 Thread Guillermo Julián San Martín
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

[R] Urgent: How to obtain the Consistent Standard Errors after apply 2SLS through tsls() from sem or systemfit(2SLS) without this error message !!!!!!!!!!!!!

2007-02-18 Thread Guillermo Julián San Martín
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

[R] Sendingd greetings and a question !!!

2007-02-16 Thread Guillermo Julián San Martín
Hello everybody, I am glade to write to send my greetings and to formulate a question. I am M.Sc. student and I am applying R to process my data. I want to run a 2SLS regression and then to apply Heteroskedasticity Consistent Standard Errors to obtain the coefficients't-tests corrected by

[R] Sending greetings and a question !!!

2007-02-16 Thread Guillermo Julián San Martín
Hello everybody, I am glade to write to send my greetings and to formulate a question. I am M.Sc. student and I am applying R to process my data. I want to run a 2SLS regression and then to apply Heteroskedasticity Consistent Standard Errors to obtain the coefficients't-tests corrected by