[R] Bootstrapping to Correct Standard Errors in Two-Stage Least Square Estimation

Thanaset T.Chevapatrakul at lboro.ac.uk
Wed Jan 12 15:42:10 CET 2011


Dear friends

I want to estimate an equation using two-stage least square but suspect that
the model suffers from autocorrelation.  Can someone please advise how to
implement bootstrapping method in order to calculate the correct standard
errors in R?  Thank you.

Kind regards
Thanaset

-- 
View this message in context: http://r.789695.n4.nabble.com/Bootstrapping-to-Correct-Standard-Errors-in-Two-Stage-Least-Square-Estimation-tp3214080p3214080.html
Sent from the R help mailing list archive at Nabble.com.



More information about the R-help mailing list