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Redundant variables test and restricted sample

Posted: Wed Aug 13, 2014 10:49 am
by chungrak9
Hello. I use EViews 8. I have 40 countries for 56 years in the data. Of course, there are many missing values. I did pool estimation and tried to do the redundant variables test, but only saw the following error message:

"Test specifications have different samples due to NAs in original or test series. Reestimate original equation with restricted sample and rerun test."

Would you please let me know how to restrict the sample? I'd like to do a redundant variables test on the country-specific effects. Please refer to the attached files.

"Balance Sample" leaves no observation, thus it's not an option. The same error appears when I checked the "No d.f. correction" box. I know the command "sample" and "smpl", but I don't know what to sample.

Thank you very much.
Rakkoo

Re: Redundant variables test and restricted sample

Posted: Thu Apr 02, 2015 10:02 am
by EViews Glenn
Unless there is something strange about the data in your workfile, create a group containing

Code: Select all

d(?_homrater(-1))

Call it something like G1. Restimate the equation with a modfied sample that excludes the observations that your unrestricted model would otherwise automatically exclude

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1 56 if @rnas(G1)=0

What's going on is that your test is excluding the lagged value variable so the restricted model using the specified sample has too many observations.

Re: Redundant variables test and restricted sample

Posted: Mon Apr 16, 2018 7:19 am
by kimmy.huong
Hi,

I am trying to run redundant variables test for panel data but got the same issue as yours,
Total company: 245, Year: 2007-2015
Dep. variable = FOR
My model is FOR = LISTING PERIOD + SIZE+ EPS+MTB+C
Redundant variable LISTING PERIOD
I created G1= FOR(-1)
at sample i type: 2007 2015 if @rnas(G1)=0

Eviews showed error: "Error in the sample: @RNAS(G1) required a group argument"
Could you please guide me where did I do something wrong?

Many thanks in advance

Re: Redundant variables test and restricted sample

Posted: Mon Apr 16, 2018 7:36 am
by EViews Gareth
Did you make a group called G1?