BPTest (Breusch-Pagan LM test for random effects)

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EViews Gareth
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BPTest (Breusch-Pagan LM test for random effects)

Postby EViews Gareth » Fri Apr 16, 2010 11:10 am

This thread is about the BPTest Add-in that calculates the Breusch-Pagan LM test for random effects.

Change Log
  • 2010/04/16 - Initial Release
  • 2010/04/28 - Fixed documentation file name
  • 2010/08/16 - Fix for unbalanced panels / equations that don't use every cross-section in the panel
  • 2010/11/02 - Added an error message to indicate that the equation should be estimated without cross-section effects prior to running the test.
  • 2010/11/24 - Added Honda (1985), King and Wu (1997), SLM (Moulton and Randolph, 1989), GHM (Gourierouxet al., 1982) LM tests.
  • 2012/05/10 - Edited the BPtest documentation; Added a command for exclusion of tests.
  • 2012/09/26 - Minor changes made.

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

Postby EViews Gareth » Wed Apr 28, 2010 3:51 pm

The documentation file in this add-in had the wrong name. That has now been fixed.
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y.khairulin
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BP LM Test for Random Effects Add-in

Postby y.khairulin » Fri Aug 13, 2010 12:41 am

Hi guys,

I've just installed the LM test for Random Effects add-in .
When I run this add-in from equation object (Proc->Add-ins->Breusch-Pagan Random Effects LM test) it returns an error saying: Log or square root of negative number.
I do not understand where the problem may come from, any advice?

Thanks.

y.khairulin
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Re: BP LM Test for Random Effects Add-in

Postby y.khairulin » Fri Aug 13, 2010 4:36 am

Btw, I'm using 7th version of Eviews

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

Postby EViews Gareth » Fri Aug 13, 2010 8:03 am

Could you post your workfile with the equation in question?
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y.khairulin
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Re: BPTest (Breusch-Pagan LM test for random effects)

Postby y.khairulin » Sat Aug 14, 2010 2:42 am

Hi,

Please find attached the workfile with equation.

Thanks.
Attachments
regression_main.wf1
(1.95 MiB) Downloaded 918 times

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

Postby EViews Gareth » Sat Aug 14, 2010 10:31 am

There's something odd about that equation. Did you copy it from another workfile, or add data to the workfile after estimating it?

It is no longer estimatable.
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y.khairulin
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Re: BPTest (Breusch-Pagan LM test for random effects)

Postby y.khairulin » Sat Aug 14, 2010 7:10 pm

I resampled it and included less periods due to large size of the file.

This is the workfile for the full sample, I used 7zip to compress, hope this works.

Btw, thx for the fast reply.
Attachments
regression_main.7z
(1.93 MiB) Downloaded 753 times

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

Postby ralf » Mon Aug 16, 2010 7:18 am

Hi, I have the same problem, is there already a solution? Thanks, Ralf

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

Postby EViews Gareth » Mon Aug 16, 2010 8:47 am

Working on it...

The way it is currently calculating things will only work on panel equations that use every cross-section in the workfile. I'm trying to figure out how to get it to work on equations that only use some cross-sections.
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EViews Gareth
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Re: BPTest (Breusch-Pagan LM test for random effects)

Postby EViews Gareth » Mon Aug 16, 2010 2:41 pm

Try re-downloading the add-in. I think this one should work (for you both?)
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y.khairulin
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Re: BPTest (Breusch-Pagan LM test for random effects)

Postby y.khairulin » Tue Aug 17, 2010 2:00 am

Thanks for your help in resolving this problem Gareth.
Everything works fine.

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

Postby ralf » Tue Aug 17, 2010 1:29 pm

Yes, it's working. Thanks!

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

Postby EViews Gareth » Tue Aug 17, 2010 1:34 pm

Great.
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EViews Esther
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Re: BPTest (Breusch-Pagan LM test for random effects)

Postby EViews Esther » Wed Nov 24, 2010 11:52 am

[Updates in the BPtest add-in]

(1) Added Honda (1985), King and Wu (1997), SLM (Moulton and Randolph, 1989), GHM (Gourierouxet al., 1982) LM tests.
(2) Considered either joint test for both cross-section and period eff ects or one-sided test for one e ffect.


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