Dear mr/mrs,
I am currently trying to make a regression in STATA using times-series data on GNP. I would like to compute the coefficients by using that the conditional sum of squares should be minimized. I am not able to find the right command, but I do know the command in R is;
arima(…, method = CSS)
Is there someone who can help me out?
best regards,
Johannes
Related Posts with command for conditional likelihood regression using timesseries data
elasticity calculation with a factor variable regressionhi dear all statalisters, I now face a problem in getting the elasticity after running a logit model…
What pseudo R squared and chi2 obtained with -pstest- mean?Dear All, I have run -pstest- after matching. I have explained the standardised bias and the mean b…
Generate time value with year and quarter and xtsetI have 3 variable variable year with value from 2000-2010 variable quarter with value from 1-4 varia…
Creating new variable across rowsHello, I've got a dataset with rows specific to an individual and columns specific to certain theme…
Question on AIC (and Log-likelihood)Hello everybody. I would have two quick theoretical questions on the AIC, which raised when perform…
Subscribe to:
Post Comments (Atom)
0 Response to command for conditional likelihood regression using timesseries data
Post a Comment