eviews 6.0 - LR test

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pooh_771226
Posts: 4
Joined: Sun Oct 28, 2012 9:56 pm

eviews 6.0 - LR test

Postby pooh_771226 » Sun Oct 28, 2012 10:10 pm

Dear all,
It seems that the version-Eviews 6.0 is without LR test. Hence, I googled the command and tried.
The followings are the commands entered:

show eq01_5variables.output
show eq02_4variables.output
scalar lr = -2*( eq01_5variables.@logl - eq02_4variables.@logl )
scalar lr_pval = 1 - @cchisq(lr,1)

After entering these commands, "LR successfully created" and "LR_PVAL successfully created" were showed.
But when I tried to open, it showed that "Scalar LR=NA" and ''Scalar LR_PVAL=NA"
I don't know what's going on. Could you please tell me what's wrong with it? Thank u :D
btw, here I used GMM to estimate~

sincerely, Olivia

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

Re: eviews 6.0 - LR test

Postby EViews Gareth » Sun Oct 28, 2012 10:48 pm

Do your equations show an LR stat?

pooh_771226
Posts: 4
Joined: Sun Oct 28, 2012 9:56 pm

Re: eviews 6.0 - LR test

Postby pooh_771226 » Mon Oct 29, 2012 12:39 am

i don't think so~ it seems that eviews didn't show the LR stat~ if so, can i still do the LR test by entering commands??? thank u ~

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

Re: eviews 6.0 - LR test

Postby EViews Gareth » Mon Oct 29, 2012 7:51 am

Ah, just noticed you are estimating using GMM. Like most packages, EViews doesn't calculate a likelihood statistic for a GMM estimation, so, no, there is no way to obtain it.

pooh_771226
Posts: 4
Joined: Sun Oct 28, 2012 9:56 pm

Re: eviews 6.0 - LR test

Postby pooh_771226 » Mon Oct 29, 2012 7:01 pm

ok~~ˊˋ~~ i really appreciate ur help :) thank u :D


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