residual correlation from 2sls

[faisal khan]

how to obtain residual correlations from 2sls regression" (Pearson correlation coefficient

[faisal khan]

Hi Everyone,

Can one one tell me how to obtain residual correlations from 2sls regression" using Pearson correlation coefficient command.

Thanks,

[Joao Santos Silva]

Faisal,

Correlation of the residuals with what?

Joao

[faisal khan]

Dear Joao,
Thanks for your response. I wanted to obtained residuals from 2sls regression for 3 equations. and then find the correlation among the residuals


Regards,
faisal

[Joao Santos Silva]

Then, just use -predict- after the estimation to generate the residuals and then use the -corr- command. Have a look at the help files to make sure you use the commands correctly.

Best wishes,

Joao

[faisal khan]

Dear Joao,
Thank you so much for your assistance.