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Hi all, Unfortenately, no stability tests are available in the Eviews menu for count data ( Poisson, Negative Binomial count etc.) Does it work to apply the Chow test statistic manually on my regressions? Or does anybody have any other suggestions for testing parameter stability of count regressions...

Ok, thanks. Is another method more suitable?

Hi! Since my count data is overdispersed I used the negative binomial regression method.( With a GLM estimator) For a robustness check I want to split my data in 2 parts and run the regression again, however in that case, 36 observations are included, is this sample large enough for negative binomia...

Ok, but HOW to do this in Eviews?!

I would like to ignore the multicollinearity however the signs(+ and -) are not appropriate so I would like include all the independent variables ( and not just drop one) and just run my model. Additionally I think orthogonalizing might be interesting since it kind of filters the additional effect o...

Dear all, Unfortenately 2 of my independent variables are highly correlated (0.75) I would like to estimate my regressions in an alternative way and therefore want to use orthogonalization. However I do not EXACTLY know how to do this. Does anybody have any experience with this? I was thinking about...

Does anybody have any new insights?!

Thank you so much Glenn! Problem solved :D

MMMM in that case I'm stuck!

Hey Startz,

Does it make sense that the ordinary and generalized residual types do not give NA scores? These types work properly. ( Unfortenately I don't need those)

Do you have some more advice to find out how I got these NA scores?!

Thanks!

Hey Startz, thanks a lot for showing me this feature in Eviews. I was looking up all the information in the userguides only. I tried to take the steps, described in this help menu. However: ' Next, the dependent variable in the test regression may be obtained as the standardized residual. Select Pro...

Hi Glenn, Thanks a lot for your quick and clear answer. I didn't look at the problem in this way. Unfortenately I can't obtain more data, so this model is not accurate for my data. Regarding the characteristics (ordinal) and the size of the data no other models will be accurate as well, right? Thank...

Sorry, I look like a bit stupid now, haha. To make myself more clear: I need to test for heteroskedasticity if I want to use a binary> Probit model right? However in the menu of probit, the White test is not displayed. So how do I test for heteroskedasticity? (I thought the normality test would mayb...

No this isn't the case. None of my variables has NA. Additionally I tried it with different dependent variables. Exactly the same number of observations and exactly the same independent variables. In that case it works perfect. I just can't find the difference in the data why it won't work. The only...

Histogram - Normality Test