simple OLS regression- F-statistic is not reported
Moderators: EViews Gareth, EViews Moderator
-
startz
- Non-normality and collinearity are NOT problems!
- Posts: 3798
- Joined: Wed Sep 17, 2008 2:25 pm
Re: simple OLS regression- F-statistic is not reported
Gobble, just a reminder that--to someone outside your project--it appears you're running your regression backwards.
-
devi.lupita
- Posts: 10
- Joined: Sun May 26, 2013 5:51 am
Re: simple OLS regression- F-statistic is not reported
i also have the same problem. the F-statistic is not reported.I can verify that the bug has not been fixed.
So that you can get on about your work, I have done the following.I've posted the results for you, but I'm 99% certain that you wantCode: Select all
series rlag=r(-1) ls rlag c rinstead.Code: Select all
ls r c rlag
could you please elaborate the steps to add those code?
thanks in advance
-
startz
- Non-normality and collinearity are NOT problems!
- Posts: 3798
- Joined: Wed Sep 17, 2008 2:25 pm
Re: simple OLS regression- F-statistic is not reported
First thing, update your copy of EViews.
-
devi.lupita
- Posts: 10
- Joined: Sun May 26, 2013 5:51 am
Re: simple OLS regression- F-statistic is not reported
I used EViews 6.0 at the first, and I didn't find the F-statistic and probabilty on my output.First thing, update your copy of EViews.
Then I upgrade the version to 7.1 but there was no changed.
is there any other way to fix this?
-
startz
- Non-normality and collinearity are NOT problems!
- Posts: 3798
- Joined: Wed Sep 17, 2008 2:25 pm
Re: simple OLS regression- F-statistic is not reported
Apply the free update get to version 7.2 and see if that helps.I used EViews 6.0 at the first, and I didn't find the F-statistic and probabilty on my output.First thing, update your copy of EViews.
Then I upgrade the version to 7.1 but there was no changed.
is there any other way to fix this?
-
devi.lupita
- Posts: 10
- Joined: Sun May 26, 2013 5:51 am
Re: simple OLS regression- F-statistic is not reported
I've upgraded the version to 7.2, but it still didn't help.Apply the free update get to version 7.2 and see if that helps.I used EViews 6.0 at the first, and I didn't find the F-statistic and probabilty on my output.First thing, update your copy of EViews.
Then I upgrade the version to 7.1 but there was no changed.
is there any other way to fix this?
This is the data pooled i used

This is the steps of the estimation

and this is the output

Maybe you could find my wrong when I do the steps of the estimation.
I really need the value of F-statistic and probability using very basic OLS regression method.
-
startz
- Non-normality and collinearity are NOT problems!
- Posts: 3798
- Joined: Wed Sep 17, 2008 2:25 pm
Re: simple OLS regression- F-statistic is not reported
The problem is probably that you don't have a constant term.
-
devi.lupita
- Posts: 10
- Joined: Sun May 26, 2013 5:51 am
Re: simple OLS regression- F-statistic is not reported
I see. But, the constant term comes automatically after every estimation, doesn't it?
So, what's wrong?
I estimated my data using another method (both fix effect and random effect) and I got the constant term, F-statistic and probability as well.
What should I do to get those values in OLS method?
So, what's wrong?
I estimated my data using another method (both fix effect and random effect) and I got the constant term, F-statistic and probability as well.
What should I do to get those values in OLS method?
Last edited by devi.lupita on Mon May 27, 2013 8:19 pm, edited 2 times in total.
-
startz
- Non-normality and collinearity are NOT problems!
- Posts: 3798
- Joined: Wed Sep 17, 2008 2:25 pm
Re: simple OLS regression- F-statistic is not reported
No, EViews does not include a constant term automatically. You need to include "C" as a variable if you want a constant term.
-
devi.lupita
- Posts: 10
- Joined: Sun May 26, 2013 5:51 am
Re: simple OLS regression- F-statistic is not reported
How can I make "C" as a variable?
where should I put the "C" to make it as a variable since there's no data for variable "C"?
You may see my steps above.
where should I put the "C" to make it as a variable since there's no data for variable "C"?
You may see my steps above.
-
startz
- Non-normality and collinearity are NOT problems!
- Posts: 3798
- Joined: Wed Sep 17, 2008 2:25 pm
Re: simple OLS regression- F-statistic is not reported
Just put C in with the list of common coefficients. You don't have to define it because "C" is predefined.
-
devi.lupita
- Posts: 10
- Joined: Sun May 26, 2013 5:51 am
Re: simple OLS regression- F-statistic is not reported
It works! thank you soooo much for your help.
Last edited by devi.lupita on Mon May 27, 2013 9:03 pm, edited 1 time in total.
-
devi.lupita
- Posts: 10
- Joined: Sun May 26, 2013 5:51 am
Re: simple OLS regression- F-statistic is not reported
One question more, I automatically got the constant term, F-statistic and probability when I estimated my data using another method without put "C" in with the list of common coefficients.Just put C in with the list of common coefficients. You don't have to define it because "C" is predefined.
Could you please explain me about this?
-
startz
- Non-normality and collinearity are NOT problems!
- Posts: 3798
- Joined: Wed Sep 17, 2008 2:25 pm
Re: simple OLS regression- F-statistic is not reported
You would need to show exactly what you did.
-
devi.lupita
- Posts: 10
- Joined: Sun May 26, 2013 5:51 am
Re: simple OLS regression- F-statistic is not reported
I estimated my data with those method (Fixed and Random Effect).
I didn't put "C" in the list of common coefficients, but I got the constant term, F-statistic and probability on my output automatically.
These are the step and output of fixed effect data estimation


These are the step and output of random effect data estimation


I didn't put "C" in the list of common coefficients, but I got the constant term, F-statistic and probability on my output automatically.
These are the step and output of fixed effect data estimation


These are the step and output of random effect data estimation


Who is online
Users browsing this forum: No registered users and 2 guests
