Insufficient numbers of observations and White Test

For questions regarding the import, export and manipulation of data in EViews, including graphing and basic statistics.

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ddrebelo
Posts: 2
Joined: Sat Apr 30, 2011 1:13 pm

Insufficient numbers of observations and White Test

Postby ddrebelo » Sat May 14, 2011 3:58 pm

Dear all,

I've got this regression function:

xb – xa = α + β1*Di + β2*xb +εi

Where Di is a dummy variable and xb attempts to solve mean regression.
I'm using 29 observations.

When I try to perform a White test using Eviews 7 I get the message: Insufficient number of observations, I'm getting the following message "insufficient number of observations". I've tried to increase the number of observations using 50 but it didn't work.
Any ideas of what the problem might be?

Best regards and thanks in advance to any reply

PS (Question 1!)

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

Re: Insufficient numbers of observations and White Test

Postby EViews Gareth » Sat May 14, 2011 4:40 pm

Could you post the workfile?
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priyanshi
Posts: 11
Joined: Wed Jun 19, 2013 12:36 pm

Re: Insufficient numbers of observations and White Test

Postby priyanshi » Sun Sep 01, 2013 3:37 am

Hi Gareth,

I am trying to run the following regression. It has two dummy variables apart from 5 time series. I am working on a data set containing 3000 observations.

y c y(-1) y1(-1) d1*y1(-1) d2*y1(-1) y2(-1) d1*y2(-1) d2*y2(-1) y3(-1) d1*y3(-1) d2*y3(-1) y4(-1) d1*y4(-1) d2*y4(-1)

However, I am getting the message "Insufficient number of observations". The workfile is attached herewith.

Please help me with issue.

Thank you so much.

Warm Regards
Priyanshi
Attachments
workfile.wf1
(199.26 KiB) Downloaded 78 times

startz
Non-normality and collinearity are NOT problems!
Posts: 3529
Joined: Wed Sep 17, 2008 2:25 pm

Re: Insufficient numbers of observations and White Test

Postby startz » Sun Sep 01, 2013 6:42 am

You appear to have included this same variable more than once.

priyanshi
Posts: 11
Joined: Wed Jun 19, 2013 12:36 pm

Re: Insufficient numbers of observations and White Test

Postby priyanshi » Sun Sep 01, 2013 7:44 pm

Dear Startz,

Thank you so much for your kind reply.

I re-checked the equation. However, I couldn't detect the error in the equation. Is 3000 an insufficient number of observations for running this equation? I referred to an academic paper and the author has successfully estimated this model for 752 observations.

I am currently using Eviews 7.

Your guidance will be very helpful.
Thank you.

Warm Regards
Priyanshi

EViews Gareth
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Re: Insufficient numbers of observations and White Test

Postby EViews Gareth » Sun Sep 01, 2013 7:55 pm

I copy and pasted your equation specification and it estimated just fine. Make sure your copy of EViews 7 is fully up to date (Help->EViews Update)
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startz
Non-normality and collinearity are NOT problems!
Posts: 3529
Joined: Wed Sep 17, 2008 2:25 pm

Re: Insufficient numbers of observations and White Test

Postby startz » Sun Sep 01, 2013 8:28 pm

I misread your posting. As Gareth says, your equation estimates just fine.

priyanshi
Posts: 11
Joined: Wed Jun 19, 2013 12:36 pm

Re: Insufficient numbers of observations and White Test

Postby priyanshi » Mon Sep 02, 2013 5:50 am

Dear Gareth and Startz,

Thank you so much for your replies. I got the Eviews updated on my machine and re-estimated the equation and it is working successfully now.

Thank you so much!

Warm Regards,
Priyanshi


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