How to save Wald test results from several regressions?

[lexy]

Hi,

I'm trying to obtain the results of a standard wald test on coefficient restrictions from 188 regressions (using the same dependent series but changing a dummy variable 188 times), I am able to run the regressions but I can't seem to get the code right to tabulate the wald test results!

Here is the code i use to run the regressions which works

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for !i=1 to 188 equation eq{!i}.ls uk c c{!i} t1 t2 t3 t4 t5 t6 t7 t8 t9 next

Below I have put the code i've tried to use which doesn't work.

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matrix(188,1) Walds !rowcounter=1 for !i=1 to 188 equation eq{!i}.ls uk c c{!i} t1 t2 t3 t4 t5 t6 t7 t8 t9 freeze(waldtable) eq.wald c(3)=c(4)=c(5)=c(6)=c(7)=c(8)=c(9)=c(10)=c(11)=0 walds(!rowcounter,1) = @val(waldtable(6,2)) !rowcounter=!rowcounter+1 d waldtable next

When i try running the program i receive the error message "WALDTABLE is not defined in "WALDS(1,1)=@VAL(WALDTABLE(6,2))"."

Does anyone have any idea as to how i should amend my code or write a different one which will calculate the wald test for each equation and then puts the outcome into a column vector?

Any help would be appreciated thanks!

Lexy

Using Eviews 7.1

[EViews Gareth]

In your Wald command, you're not using the name of the equation you just estimated. Change that line to be:

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freeze(waldtable) eq{!i}.wald c(3)=c(4)=c(5)=c(6)=c(7)=c(8)=c(9)=c(10)=c(11)=0

[lexy]

Thanks!

[Ikki]

Hi, I want to know if it is possible to save directly some output from the Wald table other than freeze the table and save specific values.
For example, I want to capture the standard error from the test, the t-test, the degrees of freedom of the t-test, and the probability of the t-test. For a regression output, in order to capture the instrument rank, we use directly eq1.@instrank ... is any similar option for the Wald test for the values I mentioned above?

Thanks in advance,

Ikki

[EViews Gareth]

Unfortunately not.

[banhbengconuong]

Hello,
I have the same problem, but then I freeze the result as a table first, then I can call the element of the result table later.
Hope this help.