variance inflation factors

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lomfy
Posts: 36
Joined: Mon Jul 18, 2011 11:51 pm

variance inflation factors

Postby lomfy » Thu Aug 18, 2011 5:27 am

hello! can anybody tell me how to refer to the table of the variance inflation factors of a regression?

for example i try to fill in a cell of my table with the respective value, however "vif" does not seem to be the right expression...:

statistik_regressionen(!i+1,14) = @val(vif!i(11,3))


cheers!

trubador
Did you use forum search?
Posts: 1520
Joined: Thu Nov 20, 2008 12:04 pm

Re: variance inflation factors

Postby trubador » Thu Aug 18, 2011 5:41 am

First, you freeze the output from the VIF view of your equation:

Code: Select all

freeze(vif) eq01.varinf
And then extract the value of your interest:

Code: Select all

statistik_regressionen(!i+1,14) = @val(vif(8+!i,3))

lomfy
Posts: 36
Joined: Mon Jul 18, 2011 11:51 pm

Re: variance inflation factors

Postby lomfy » Thu Aug 18, 2011 1:44 pm

Hey trubador,
thanks for your reply .. that works perfectly! However - is there an overview of all the tables i can freeze in this manner?
For example, the next thing i intend to do is grab a certain test statistic (Anderson-Darling) from the "Empirical distribution test (for normal distribution)"
- results table, however i have no idea what it's description is (just the same as the thing with "varinf" - how was i supposed to know?
(without asking the forum) ;D
Cheers!
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EViews Gareth
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Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: variance inflation factors

Postby EViews Gareth » Thu Aug 18, 2011 2:02 pm

The Object Reference has a list of every command for a view or procedure available for every object type.


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