Two-Stage Least Squares Program |
Description: | TSLS computes four things and puts them on levels 1-4 on the stack. On level 4 is the degrees of freedom of the t values. On level 3 is a vector of the t values for the computed coefficients. On level 2 is a vector of the standard errors of the computed coefficients. On level 1 is a vector of the computed coefficients of the form [Alpha, Beta, Gamma], where Alpha is the value of the intercept, Beta is the k coefficients of the Y1 matrix, and Gamma is the i coefficients of the X1 matrix. |
Filename: | tsls.zip |
ID: | 1424 |
Author: | MacDonald R. Phillips |
Downloaded file size: | 2,831 bytes |
Size on calculator: | 2 KB |
Platforms: | 48 |
User rating: | Not yet rated (you must be logged in to vote) |
Primary category: | Math/Symbolic |
Languages: | ENG |
File date: | 1996-10-07 00:00:00 |
Source code: | Not included |
Download count: | 5,926 |
Version history: | 1997-08-21: Added to site
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Archive contents: | Length Date Time Name
-------- ---- ---- ----
2087 10-07-96 08:46 TWOST
314 10-07-96 08:47 APLY
2369 10-07-96 08:56 TSLS.TXT
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4770 3 files |
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