URGENT HELP-EGLS CROSS SECTION WEIGHTS

For econometric discussions not necessarily related to EViews.

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rtphd
Posts: 2
Joined: Fri Apr 13, 2012 12:46 am

URGENT HELP-EGLS CROSS SECTION WEIGHTS

Postby rtphd » Mon May 07, 2012 9:27 pm

Hi it is very urgent and important..if you solve my problem..thanks a lot
eviews 5.1
PROBLEM-
1- I Estimated model
2- selected option :- panel -> weights->cross section weights (In case of heteroskedasticity WLS (weighted least squares) is a more efficient estimator) - As pr my understanding
3 - no other effects were selected
4-run
result r best as compared to GLS with random effect specification
but
ANOVA table - F statistic n P value is NOT produced in Eviews 5.1 results
Plz Suggest

(I SAW PAPERS - THERE IS F VALUE..MAY BE SOME PROBLEM IN MY CASE..)
IS it not produced..does it not matter

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

Re: URGENT HELP-EGLS CROSS SECTION WEIGHTS

Postby EViews Glenn » Tue May 08, 2012 10:07 am

Do you have a constant in your model?

rtphd
Posts: 2
Joined: Fri Apr 13, 2012 12:46 am

Re: URGENT HELP-EGLS CROSS SECTION WEIGHTS

Postby rtphd » Tue May 08, 2012 8:23 pm

YES!
MOREOVER I FOUND IT IS WORKING WITH EVIEWS7 VERSION NOT 5.1
IS THIS RIGHT THAT IT WILL NOT WORK WITH 5.1

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

Re: URGENT HELP-EGLS CROSS SECTION WEIGHTS

Postby EViews Glenn » Wed May 09, 2012 11:46 am

I'm not sure. EViews 5.1 hasn't been supported for a couple of years now.


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