EViews.com

So 1-RSS/TSS

If it is the matter of r^2, how does eviews calculate it's r^2?

First of all it is not a special R squared, it is the rsquared obtained from regressing the residuals squared on the fitted values and their squares. It has nothing to do with "special." My statement is not that eviews should magically know what I'm doing either. My point is that conductin...

No you misunderstand. The problem is that the specialized white's test where you save the residuals, square them, and then run a regression of residsq on (fitted values)yhat and [(fitted values)^2]yhat^2 is wrong in eviews. As stated before, this test is supposed to mimic the white's test, meanwhile...

Here is the regression step by step so people understand: Dependent Variable: CUMGPA Method: Least Squares Date: 11/13/13 Time: 18:59 Sample: 1 732 IF SPRING=1 Included observations: 366 Variable Coefficient Std. Error t-Statistic Prob. C 1.470065 0.229803 6.397063 0.0000 SAT 0.001141 0.000179 6.388...

No you misunderstand, his point is not correct with regards to the test. Because both of these models are supposed to show heteroskedasticity through either the LM statistic or through the use of the F statistic. This test is supposed to mimic the white test that is built in to the program. By exclu...

I was trying to correct the variance of a model that exhibited heteroskedasticity.

When I add the intercept to both eviews and gretl the output from each is identical. It is only with the removal of the intercept that there is a difference. Dependent Variable: RESIDSQ Method: Least Squares Date: 11/13/13 Time: 18:39 Sample: 1 732 IF SPRING=1 Included observations: 366 Variable Coe...

When running a regression and testing for heteroskedasticity using the white test, the degrees of freedom gets eaten up rather quickly. To mitigate this there is a special case in which you can use the fitted values and squares of the fitted values to save on the degrees of freedom. I'm using woolri...

I have a model that I'm running and I know the weight that I need to add to the model. I want to know how to do it with the menus meaning that I select quick the estimate equation. I have done the weighted least squares the tedious way, but I would like to know how to do it in a faster way. I have l...

Do you need help creating dummy variables,
or are you just asking how they function with certain operations with eviews?

Thanks that helps alot man.

I have eviews 7.2 but I do not know how to save the predicted values after running a regression. In gretl there is an option to save the predicted values, and I would like to know how I can do this in eviews. Thanks