Cramer's (1987) Z-statistic

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Weaver102406
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Joined: Tue Aug 30, 2011 10:10 am

Cramer's (1987) Z-statistic

Postby Weaver102406 » Mon Sep 26, 2011 5:59 pm

I am comparing the R sq of two models in a value relevance study and would like to use the Cramer's (1987) Z-statistic. I am using Eviews 7 and cannot find information on computing this statistic in the help manual. Does Eveiws 7 compute this statistic?

Thanks!
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EViews Glenn
EViews Developer
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Re: Cramer's (1987) Z-statistic

Postby EViews Glenn » Tue Sep 27, 2011 9:08 am

Computation of that statistic is not a built-in feature of EViews.
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Weaver102406
Posts: 13
Joined: Tue Aug 30, 2011 10:10 am

Re: Cramer's (1987) Z-statistic

Postby Weaver102406 » Tue Sep 27, 2011 1:06 pm

Thanks!
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