Changing null for many regressions

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Changing null for many regressions

Postby dina100 » Tue Aug 22, 2017 6:13 am


I have been running multivariate regressions with a constant and four additional regressors.

I have run codes to obtain the tables of coefficients, t-stats, p-values, and standard errors for all 135 regressions (not all in the same program). However, the default null hypothesis for all these regressions is C(i) = 0, for i: 1-5 regressors, and now, I need to find the p-values for C(2) in all my regressions under the null C(2) = 1.

I know how to do this individually using the Wald Test, but how can I get a table of the t-stats, standard errors and p-values under the new null hypothesis for all 135 of my regressions (each with a different dependent variable, but same independent variables)? Is this possible with programmng?

Thank you,

EViews Gareth
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Re: Changing null for many regressions

Postby EViews Gareth » Tue Aug 22, 2017 6:25 am

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