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
How does eviews calculate standard errors?
Moderators: EViews Gareth, EViews Moderator
-
- Non-normality and collinearity are NOT problems!
- Posts: 3775
- Joined: Wed Sep 17, 2008 2:25 pm
Re: How does eviews calculate standard errors?
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.
Return to “General Information and Tips and Tricks”
Who is online
Users browsing this forum: No registered users and 14 guests