White test

For notifying us of what you believe are bugs or errors in EViews.
Please ensure your copy of EViews is up-to-date before posting.

Moderators: EViews Gareth, EViews Moderator

startz
Non-normality and collinearity are NOT problems!
Posts: 3504
Joined: Wed Sep 17, 2008 2:25 pm

White test

Postby startz » Thu Nov 12, 2009 4:59 pm

With the attached workfile, estimate

Code: Select all

ls cost c n

Then View/Residual tests/Heteroskedasticity test... White, hit Ok.

Error message: "Insufficient number of coefficients to test."

Bug, no?
Attachments
schools from Dougherty.wf1
(13.46 KiB) Downloaded 204 times

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 12339
Joined: Tue Sep 16, 2008 5:38 pm

Re: White test

Postby EViews Gareth » Fri Nov 13, 2009 11:21 am

Recently introduced bug, will be fixed in next patch for 6 (and 7).

In the mean time you can use the command:

Code: Select all

equation eq01.ls cost c n
eq01.hettest(c) @white
Follow us on Twitter @IHSEViews

ihlasnobatovich
Posts: 1
Joined: Thu Jun 30, 2016 1:31 am

Re: White test

Postby ihlasnobatovich » Thu Jun 30, 2016 1:45 am

Hi Gareth,

I use the newest version of Eview 9, I estimate Panel GMM models with random-effects, and when I apply Hausman test, it shows an error of "Insufficient number of common coefficients to test". How to deal with it?

Please, see my attached workfile, there is an "random_cross" equation in it that I use to apply Hausman test.

Many thanks,
Attachments
nkpc gmm.wf1
Eviews File
(451.95 KiB) Downloaded 94 times

basse
Posts: 1
Joined: Wed Jul 27, 2016 8:35 am

Re: White test

Postby basse » Wed Jul 27, 2016 8:41 am

Hi Gareth,

I seem to have the same problem as ihlasnobatovich, except that I am estimating an LS model and not GMM. Would really appreciate it if you could help me.

I have attached my file.

Kind regards,
Basse
Attachments
ff3.wf1
(133.34 KiB) Downloaded 82 times

startz
Non-normality and collinearity are NOT problems!
Posts: 3504
Joined: Wed Sep 17, 2008 2:25 pm

Re: White test

Postby startz » Wed Jul 27, 2016 8:59 am

Gareth's life will be easier if you tell him what the equation is :wink:


Return to “Bug Reports”

Who is online

Users browsing this forum: No registered users and 4 guests