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Re: st: AKAIKE formula


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: AKAIKE formula
Date   Tue, 13 Apr 2010 02:35:18 -0700 (PDT)

--- On Tue, 13/4/10, Paulo Regis wrote:
> Now, what if the issue involves nested models in a panel.
> Model A:
> 
> Y = B X + e
> 
> Then, we have the "nested" model B
> 
> Y = B X +c Y(-1) + e
> 
> if Y(-1) were any variable, no problem: the t-statistic.
> However, there is endogeneity and now i have that i need
> to use IV. That is the reason I wanted to use AIC.
> 
> Actually, I made the two mdoels very simple. I add other
> variables in addition to Y(-1) so I should look at the
> F-statistic or a fit measure.

I am afraid I do not understand the question. It looks like
you are trying to test something, but what is the null 
hypothesis that you are trying to test?

-- Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------


      

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