My lecturer suggested I do the following:
1) to do the hausman test in regressions without robust standard errors 2) analyse 3) run the regressions with robust errors.
Would this work?
Search found 4 matches
- Tue Mar 06, 2012 12:03 am
- Forum: General Information and Tips and Tricks
- Topic: Hausman Test help
- Replies: 2
- Views: 7037
- Sun Mar 04, 2012 3:47 pm
- Forum: General Information and Tips and Tricks
- Topic: Hausman Test help
- Replies: 2
- Views: 7037
Hausman Test help
I need to run a Hausman test in eviews 7 but the following error appears each time : * Cross-section test variance is invalid. Hausman statistic set to zero. ** WARNING: robust standard errors may not be consistent with assumptions of Hausman test variance calculation. How do I run the Hausman test ...
- Sat Feb 18, 2012 1:01 pm
- Forum: Estimation
- Topic: Diagnostic Tests
- Replies: 3
- Views: 3925
Re: Diagnostic Tests
serial correlation, heteroskedasticity, functional form and normality
- Sat Feb 18, 2012 5:29 am
- Forum: Estimation
- Topic: Diagnostic Tests
- Replies: 3
- Views: 3925
Diagnostic Tests
Hi, I am trying to run the diagnostic tests in eviews 7 but the only option that is appearing is histogram for normality tests. I need to run the others but the option is not appearing. I am using a panel data set of 756 observations in total. I have changed the structure to undated and unbalanced b...