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From |
Ekrem Kalkan <kalkan.ekrem@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Negative LR test statistic ? |

Date |
Tue, 22 Dec 2009 09:44:33 +0200 |

No, I just use the command "reg3". Thank you for your answer. 2009/12/22 Charles Koss <hqtiger@gmail.com>: > are you using a iterative method, if that is the case, try different > starting values. > > > -- > Charles Koss > http://charlesonnet.blogspot.com/ > > On Mon, Dec 21, 2009 at 6:24 PM, Ekrem Kalkan <kalkan.ekrem@gmail.com> wrote: >> I see your point, but in my case every equation has 860 number of >> observartion. Still, I think there should be a different reason rather >> than degrees of freedom. Thank you very much anyway. >> >> >> 2009/12/22 Maarten buis <maartenbuis@yahoo.co.uk>: >>> --- On Mon, 21/12/09, Ekrem Kalkan wrote: >>>> I am estimating a system of 14 equations, each with >>>> nearly 40 variables. I have also 20 excluded instruments. What >>>> do you mean by "empty"model? If you mean the model without >>>> explanatory variables, there will be only 14 constant term to >>>> be estimated. Is it too large? >>> >>> I am afraid that this could very well be the case. Think of it >>> this way: you have only a bit more than 60 observations per >>> equation. 60 is OK but not great for linear regression, as it >>> is known to be robust, well behaved, and stable, but your are >>> realy pushing your luck when using such small sample sizes for >>> anything more complicated. This is especially true for anything >>> involving instrumental variables, these models can easily eat >>> huge amounts of statistical power. >>> >>> I hope I haven't ruined your Christmas, >>> Maarten >>> >>> -------------------------- >>> Maarten L. Buis >>> Institut fuer Soziologie >>> Universitaet Tuebingen >>> Wilhelmstrasse 36 >>> 72074 Tuebingen >>> Germany >>> >>> http://www.maartenbuis.nl >>> -------------------------- >>> >>> >>> >>> >>> * >>> * For searches and help try: >>> * http://www.stata.com/help.cgi?search >>> * http://www.stata.com/support/statalist/faq >>> * http://www.ats.ucla.edu/stat/stata/ >>> >> >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/statalist/faq >> * http://www.ats.ucla.edu/stat/stata/ >> > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**Re: st: Negative LR test statistic ?***From:*Ekrem Kalkan <kalkan.ekrem@gmail.com>

**Re: st: Negative LR test statistic ?***From:*Maarten buis <maartenbuis@yahoo.co.uk>

**Re: st: Negative LR test statistic ?***From:*Ekrem Kalkan <kalkan.ekrem@gmail.com>

**Re: st: Negative LR test statistic ?***From:*Charles Koss <hqtiger@gmail.com>

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