Search found 10 matches

by ralf
Wed Sep 15, 2010 2:40 am
Forum: Estimation
Topic: I can't test for multicollinearity
Replies: 4
Views: 7552

Re: I can't test for multicollinearity

I couldn't find the right button either in my installation of eviews 7. But you get the variance inflation factors by typing equationname.varinf (see info on varinf in the help menu). Maybe this helps...
by ralf
Wed Sep 08, 2010 10:07 am
Forum: Estimation
Topic: Weighted statistics for random effects regression
Replies: 1
Views: 4989

Weighted statistics for random effects regression

Hi,

it would be great if anybody could help me to better understand the EViews 7 output for random effects models: What is the difference between weighted and unweighted R-squared? The manuals didn't really help much... Can anybody help?

Thanks in advance,

Ralf
by ralf
Tue Sep 07, 2010 3:48 pm
Forum: General Information and Tips and Tricks
Topic: Display estimation output with comma as decimal
Replies: 0
Views: 3924

Display estimation output with comma as decimal

Hi, maybe I didn't get enough sleep last night but I can't find a way to change my estimation outputs to display commas as decimal separators. I was able to bring all graphs and series into the right format and I have also changed the default settings, but the estimation outputs just won't display c...
by ralf
Tue Sep 07, 2010 11:51 am
Forum: Estimation
Topic: Measuring between effects for panels
Replies: 3
Views: 6472

Re: Measuring between effects for panels

Hi Glenn, now I'm working with an unbalanced panel and I would like to perform a cross-sectional regression again. I calculated the means in the existing workfile page and tried to run the regression with averages from all cross-sections. Each average should only be included only once, unfortunately...
by ralf
Tue Aug 17, 2010 1:29 pm
Forum: Add-in Support
Topic: BPTest (Breusch-Pagan LM test for random effects)
Replies: 44
Views: 233672

Re: BPTest (Breusch-Pagan LM test for random effects)

Yes, it's working. Thanks!
by ralf
Tue Aug 17, 2010 11:56 am
Forum: Estimation
Topic: Measuring between effects for panels
Replies: 3
Views: 6472

Re: Measuring between effects for panels

Thanks Glenn!
by ralf
Tue Aug 17, 2010 7:54 am
Forum: Estimation
Topic: Measuring between effects for panels
Replies: 3
Views: 6472

Measuring between effects for panels

Hi, is there a way to measure "between effects" in unbalanced panels using EViews 7? Background: Fixed-effects models allow the analysis of "within effects", random-effects and pooled-OLS regressions measure both within and between effects. Is there any add-in or any other simple...
by ralf
Mon Aug 16, 2010 7:18 am
Forum: Add-in Support
Topic: BPTest (Breusch-Pagan LM test for random effects)
Replies: 44
Views: 233672

Re: BPTest (Breusch-Pagan LM test for random effects)

Hi, I have the same problem, is there already a solution? Thanks, Ralf
by ralf
Mon Jun 21, 2010 1:22 pm
Forum: Estimation
Topic: Testing for multicollinearity in EViews 7
Replies: 2
Views: 11824

Re: Testing for multicollinearity in EViews 7

Thanks for your quick reply Gareth! I have calculated the coefficient variance decomposition table as suggested. As I use much more independent variables in my regressions than in the example I found in the EViews User Guide II I am now not really sure how to interprete my results though. Can anybod...
by ralf
Mon Jun 21, 2010 8:40 am
Forum: Estimation
Topic: Testing for multicollinearity in EViews 7
Replies: 2
Views: 11824

Testing for multicollinearity in EViews 7

Hi, I'm doing LS regressions with fixed and random effects in EViews 7 and I would like to test my models for multicollinearity. I calculated variance inflation factors, but would also like to calculate the condition index/ condition number for my variables. Is there a way to 'automatically' calcula...

Go to advanced search