Structural Equation Model. Model Two. Part 1 of 2. STATA

[@kevinkelly1960]

Your video lectures are very instructive. Thank you so much for taking the time to share your knowledge across the globe. Kind regards, Kevin

[@sayedhossain23]

Dear Kelly, Thank you. I would like to invite you to join Hossain Academy Facebook at below link and post your question there. Actually I am in that group and may help you. Thank you once again, Sayed Hossain from Hossain Academy. facebook.com/groups/hossainacademy/

[@MKH24-c3f]

Sir, Just like to say you are great asset for us. Respect to you. Sir, one question, Where are you from?

[@edmundoinaciojr.8044]

I´d like to see an example of multigroups analysis (2 groups) and how we can compare the results of theses two groups in terms of significant difference. Thanks.

[@noreenkanwal9605]

my sample size is 300 but when I click on Estimate, it shows "Estimation failed", Please help

[@dr.gautammaharjan4510]

Sir, I have watch Unrestricted VAR model by STATA on your Yutube Channel. Here, I saw that first you've tested Johansen cointegration and found that data are not cointegrated. Then you tested stationarity and found it becomes stationary only after first differencing. Here, I am confused that you run unrestricted VAR model on level data (ie non stationary), why?? According to your suggestion, unrestricted VAR should be run on stationary data. Thank you.

[@sayedhossain23]

Unrestricted VAR model must run using stationary data. Please see the video again and let me know.