BPTest (Breusch-Pagan LM test for random effects)

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suhal
Posts: 2
Joined: Fri Jul 20, 2012 1:43 am

Re: BPTest (Breusch-Pagan LM test for random effects)

Postby suhal » Fri Jul 20, 2012 2:01 am

additional information, i used eviews 7, add in lm test already download, equation: group01
thanks

EViews Esther
EViews Developer
Posts: 149
Joined: Fri Sep 03, 2010 7:57 am

Re: BPTest (Breusch-Pagan LM test for random effects)

Postby EViews Esther » Fri Jul 20, 2012 8:08 am

The BPTest addin will work from the equation object. Please specify your equation first and then run this addin.

yasir
Posts: 18
Joined: Tue Apr 24, 2012 4:30 am

Re: BPTest (Breusch-Pagan LM test for random effects)

Postby yasir » Sat Aug 04, 2012 5:57 pm

Dear All,
Why does this test so long? It takes up my processor and memory but crashes in between without displaying results. I have test it with a very small data and it works but my panel data is 142 countries, 17 years, 6 variables. As I write this, Eviews is still processing and displaying not responding. My Eviews is 7.1, and computer is Core i5, 64bit Windows 7 and 8 GB Ram, how much more does it require?

startz
Non-normality and collinearity are NOT problems!
Posts: 3706
Joined: Wed Sep 17, 2008 2:25 pm

Re: BPTest (Breusch-Pagan LM test for random effects)

Postby startz » Sat Aug 04, 2012 7:08 pm

It couldn't hurt to apply the free updates to bring your version uptodate.

yasir
Posts: 18
Joined: Tue Apr 24, 2012 4:30 am

Re: BPTest (Breusch-Pagan LM test for random effects)

Postby yasir » Sun Aug 05, 2012 5:24 am

Great... It works perfectly after updating to Eviews 7.2. Thanks alot and keep improving this remarkable software.

stephaniega
Posts: 1
Joined: Tue Aug 21, 2012 1:31 am

Re: BPTest (Breusch-Pagan LM test for random effects)

Postby stephaniega » Tue Sep 04, 2012 7:57 am

Hello!
I have a fixed effects model using panel data. I want to test if the residuals are normally distributed and that they are not autocorrelated. I have not found a test for this when using a fixed effects model.
Any ideas? And if there is not a function to do this in the program, is there any way to do this manually?
Sincerely
Stephanie

Moises
Posts: 2
Joined: Mon Sep 24, 2012 5:59 pm

Breusch-Pagan LM test for random effects

Postby Moises » Tue Sep 25, 2012 6:46 am

Hi,
when I run the Breusch-Pagan add-in for the object "Equation: MQOAGRUPADO" in the attached file I receive the following message:
Matrix or vector given non positive dimension in “MATRIX(0,5) _D1T01”
Could you help me with this problem?
Thanks,
Moises
Attachments
tabela dados brics_forum.wf1
(54.9 KiB) Downloaded 731 times

EViews Esther
EViews Developer
Posts: 149
Joined: Fri Sep 03, 2010 7:57 am

Re: BPTest (Breusch-Pagan LM test for random effects)

Postby EViews Esther » Wed Sep 26, 2012 8:31 am

Please reinstall this addin and do the BP-test again.

Moises
Posts: 2
Joined: Mon Sep 24, 2012 5:59 pm

Re: BPTest (Breusch-Pagan LM test for random effects)

Postby Moises » Wed Sep 26, 2012 11:44 am

Thank you. Now it works.

Erikvanaal
Posts: 2
Joined: Fri May 23, 2014 2:22 am

Re: BPTest (Breusch-Pagan LM test for random effects)

Postby Erikvanaal » Fri May 23, 2014 2:30 am

I have a question concerning the add-in BPTest. I specified my equation but then when I want click on: Add-ins--> Breusch Pagan Random Effect LM Test, it gives an error saying: Procedure can only be run from Equations estimated by list. What does it mean? Thanks in advance!

Edit: I use Eviews 8

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 12945
Joined: Tue Sep 16, 2008 5:38 pm

Re: BPTest (Breusch-Pagan LM test for random effects)

Postby EViews Gareth » Fri May 23, 2014 1:06 pm

You must specify your equation as a list of variables, not as an expression (e.g. Y X1 X2 C, rather than Y=C(1)*C(2)*X1)
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Erikvanaal
Posts: 2
Joined: Fri May 23, 2014 2:22 am

Re: BPTest (Breusch-Pagan LM test for random effects)

Postby Erikvanaal » Sun May 25, 2014 4:01 am

Ok thanks now it works. However when I do the test I get an error identical to what other forum members also have. It says: 'Out of memory in .....' Does it mean that the memory problem is also not fixed for eviews 8 and that I should use older versions? If so, which version do you suggest then?

EViews Esther
EViews Developer
Posts: 149
Joined: Fri Sep 03, 2010 7:57 am

Re: BPTest (Breusch-Pagan LM test for random effects)

Postby EViews Esther » Tue May 27, 2014 2:40 pm

This implies that your dataset is too large so that the SLM test cannot be performed. I would suggest to exclude the SLM test from the list for now.

I will figure out how to deal with the large dataset problem.

Alfiya
Posts: 2
Joined: Sat Apr 25, 2015 4:13 pm

Re: BPTest (Breusch-Pagan LM test for random effects)

Postby Alfiya » Sat Apr 25, 2015 4:21 pm

EViews Gareth wrote:You must specify your equation as a list of variables, not as an expression (e.g. Y X1 X2 C, rather than Y=C(1)*C(2)*X1)


Could you tell me, please, where I should write such expression as Y=C(1)*C(2)*X1 for getting appropriate results of BPTest?

Basil Oberholzer
Posts: 1
Joined: Mon Aug 30, 2021 1:38 pm

Re: BPTest (Breusch-Pagan LM test for random effects)

Postby Basil Oberholzer » Wed Sep 22, 2021 8:52 am

Dear All,

I am running a panel data model with EViews 10. However, when I want to run a Breusch-Pagan LM test for random effects, the software tells me "not available with this estimation method". But I am using normal pooled OLS to test for it without any random effect already being defined. What is wrong?

Thanks for any hint.


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