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
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
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
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
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