How does eviews calculate standard errors?

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pbuehr
Posts: 7
Joined: Wed Jul 22, 2015 8:10 am

How does eviews calculate standard errors?

Postby pbuehr » Tue Aug 04, 2015 3:17 am

It should be a trivial matter, actually, but somehow eviews always gets standard errors for the beta coefficient in an OLS regression which are quite different from the ones I calculate on Matlab with the following formula: std(X)/sqrt(numel(X)). Is there another formula in eviews or an important adjustment I neglect?

Probably, the mistake can be found between my ears. However, I really don't see it on my scripts.

Thanks for your help

startz
Non-normality and collinearity are NOT problems!
Posts: 3775
Joined: Wed Sep 17, 2008 2:25 pm

Re: How does eviews calculate standard errors?

Postby startz » Tue Aug 04, 2015 6:19 am

You appear to have the wrong formula for Matlab. And the EViews help system tells you how EViews (and all programs) compute standard errors for regression coefficients.


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