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st: RE: FGS3SLS


From   Nick Cox <n.j.cox@durham.ac.uk>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: FGS3SLS
Date   Thu, 26 Aug 2010 15:17:36 +0100

This isn't really fine. You have achieved essentially a perfect fit. In the absence of your syntax all that can be said is that this is gross over-fitting. You need to change something or other. 

Nick 
n.j.cox@durham.ac.uk 

Sorada.Tapsuwan@csiro.au

I'm estimating a FGS3SLS model (Simultaneous Systems of Spatially Interrelated Cross Sectional Equations) based on syntax provided by Kelejian and Prucha.

The model seems to run fine but I can't the model to print out the Std. Err of the rho (see below). Has anyone ever come across this problem before and how did you fix it?

Thanks
 
--------------------
 

Iteration 0:  residual SS = 45211.31
Iteration 1:  residual SS = 4048.852
Iteration 2:  residual SS =  .034623
Iteration 3:  residual SS = 2.59e-12
 
   Source |    SS    df    MS             Number of obs =     3
----------+------------------------------ F( 2,   1) = 8.84e+32
    Model | 22320.3033   2 11160.1517     Prob > F   =  0.0000
 Residual | 1.2622e-29   1 1.2622e-29     R-squared   =  1.0000
----------+------------------------------ Adj R-squared =  1.0000
    Total | 22320.3033   3 7440.10111     Root MSE   = 3.55e-15
                                          Res. dev.   = -194.4086

(equ)
----------------------------------------------------------------
     z1 |   Coef.  Std. Err.   t  P>|t|   [95% Conf. Interval]
--------+------------------------------------------------------
    rho |  .0827788     .    .    .      .      .
 sigma2 |  104.6203     .    .    .      .      .
-----------------------------------------------------------------
(SEs, P values, CIs, and correlations are asymptotic approximations)

obs was 3, now 153

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