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RE: st: 3sls


From   Nick Cox <[email protected]>
To   "'[email protected]'" <[email protected]>
Subject   RE: st: 3sls
Date   Wed, 26 Oct 2011 17:11:41 +0100

I'd say "Stata is your friend". 

. search 3sls

Keyword search

        Keywords:  3sls
          Search:  (1) Official help files, FAQs, Examples, SJs, and STBs

Search of official help files, FAQs, Examples, SJs, and STBs


[R]     reg3  . . Three-stage estimation for systems of simultaneous equations
        (help reg3)

FAQ     . . . . . . . . . . . . . . Negative and missing R-squared for 2SLS/IV
        . . . . . . . . . . . . . . . .  W. Sribney, V. Wiggins and D. Drukker
        7/11    For two-stage least-squares (2SLS/IV/ivregress)
                estimates, why is the R-squared statistic not
                printed in some cases?
                For two-stage least-squares (2SLS/IV/ivregress)
                estimates, why is the model sum of squares
                sometimes negative?
                For two-stage least-squares (3SLS/IV/reg3)
                estimates, why are the R-squared and model sum
                of squares sometimes negative?
                http://www.stata.com/support/faqs/stat/2sls.html

Example . . . . . . . Textbook Examples:  Econometric Analysis, Fourth Edition
        . . . . . . . . . . . . . . . . . .  UCLA Academic Technology Services
        10/05   examples from the book Econometric Analysis, Fourth
                Edition by William Greene
                http://www.ats.ucla.edu/stat/examples/greene/

Nick 
[email protected] 

Steve Nakoneshny

Google is your friend. First result for "stata 3sls" leads to -help reg3-

On 2011-10-26, at 9:51 AM, Souha El- Khanji wrote:

> can anybody give me the procedure to run the fixed and the random 
> effects for 3sls in stata

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