I'm pretty sure that the standard method to finding the LM stat is to run a regression
LS Y C X1 X2 X3...
Then generate a variable for the residuals
GENR U = RESID
Then regress the equation with the residual term as the dependent variable
LS U C X1 X2 X3 ...
Am I mistaken?
Search found 2 matches
- Sun Apr 26, 2009 8:41 am
- Forum: Data Manipulation
- Topic: LM Test with 0 R^2 Coefficient and Probabilities=1
- Replies: 5
- Views: 15391
- Sat Apr 25, 2009 8:16 am
- Forum: Data Manipulation
- Topic: LM Test with 0 R^2 Coefficient and Probabilities=1
- Replies: 5
- Views: 15391
LM Test with 0 R^2 Coefficient and Probabilities=1
Hi, I was having no trouble with my Eviews until recently when I went to conduct a series of LM tests that when I tried to regress the equation against the residual as the dependent variable I got 0.0000 for the R^2 coefficient and 1.0000 for all of the probability values. I've tried this in multipl...