Wald Coefficient Restrictions in command pane

[neptunhiker]

Hello everyone,

I would like to test the hypothesis whether a coefficient in a linear regression model output is different from 1. After having estimated the regression I can use the view menu and enter my restriction c(2)=1 through Coefficient Diagnostics-Wald Coefficient Restrictions. What do I need to do, if I want to do the same procedure in the command pane or in a program?

Let's assume I have about 100 different equations and I want to test for all of them, whether the coefficient c(2) is equal to 1. How can I do that without doing the wald test via the view menu for each and one of them manualy?

Thanks a lot for suggestions.

[EViews Gareth]

Look up the wald entry in the Equation section of the Object Reference.

[neptunhiker]

Hi Gareth,

thank you. I am still quite a beginner in eViews, so I wasn't aware of the object reference menu. Here is my solution:

Code: Select all

' Estimate ls equation equation eq1.ls seriesA c seriesB ' Wald Test Hypothesis C(2)=1 eq1.wald c(2)=1