white test with pairwise deletion of missing data

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

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sook
Posts: 2
Joined: Fri Aug 19, 2011 7:19 am

white test with pairwise deletion of missing data

Postby sook » Thu Aug 25, 2011 2:26 pm

Hi there,

Can anyone show me how to carry out White Test with pairwise deletion of missing data in Eviews 6? Does Eviews 6 have Robust Standard Errors?

Please help. Thanks.

Sook

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: white test with pairwise deletion of missing data

Postby EViews Gareth » Thu Aug 25, 2011 2:37 pm

EViews will automatically remove rows with missing data. When you estimate an equation, you can specify robust standard errors on the Options tab of the estimation dialog. The User Guide II has more details.

sook
Posts: 2
Joined: Fri Aug 19, 2011 7:19 am

Re: reported coefficients

Postby sook » Wed Aug 31, 2011 12:31 pm

Stupid question here. Does Eviews report standardized coefficients in OLS?

EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: white test with pairwise deletion of missing data

Postby EViews Glenn » Tue Sep 06, 2011 9:29 am

There is a view for equations in EViews 7 (coefscale) that will compute and display standardized coefficients.


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