simple OLS regression- F-statistic is not reported

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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

Postby startz » Sat Aug 04, 2012 7:02 am

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

Postby devi.lupita » Sun May 26, 2013 5:57 am

I can verify that the bug has not been fixed.
So that you can get on about your work, I have done the following.

Code: Select all

series rlag=r(-1) ls rlag c r
I've posted the results for you, but I'm 99% certain that you want

Code: Select all

ls r c rlag
instead.
Capture.PNG
i also have the same problem. the F-statistic is not reported.
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

Postby startz » Sun May 26, 2013 7:33 am

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

Postby devi.lupita » Mon May 27, 2013 8:45 am

First thing, update your copy of EViews.
I used EViews 6.0 at the first, and I didn't find the F-statistic and probabilty on my output.
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

Postby startz » Mon May 27, 2013 9:02 am

First thing, update your copy of EViews.
I used EViews 6.0 at the first, and I didn't find the F-statistic and probabilty on my output.
Then I upgrade the version to 7.1 but there was no changed.
is there any other way to fix this?
Apply the free update get to version 7.2 and see if that helps.

devi.lupita
Posts: 10
Joined: Sun May 26, 2013 5:51 am

Re: simple OLS regression- F-statistic is not reported

Postby devi.lupita » Mon May 27, 2013 7:09 pm

First thing, update your copy of EViews.
I used EViews 6.0 at the first, and I didn't find the F-statistic and probabilty on my output.
Then I upgrade the version to 7.1 but there was no changed.
is there any other way to fix this?
Apply the free update get to version 7.2 and see if that helps.
I've upgraded the version to 7.2, but it still didn't help.
This is the data pooled i used
Image

This is the steps of the estimation
Image

and this is the output
Image

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

Postby startz » Mon May 27, 2013 7:56 pm

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

Postby devi.lupita » Mon May 27, 2013 8:07 pm

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?
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

Postby startz » Mon May 27, 2013 8:13 pm

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

Postby devi.lupita » Mon May 27, 2013 8:22 pm

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.

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

Postby startz » Mon May 27, 2013 8:25 pm

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

Postby devi.lupita » Mon May 27, 2013 8:30 pm

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

Postby devi.lupita » Mon May 27, 2013 8:38 pm

Just put C in with the list of common coefficients. You don't have to define it because "C" is predefined.
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.
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

Postby startz » Tue May 28, 2013 6:25 am

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

Postby devi.lupita » Tue May 28, 2013 9:16 am

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
Image

Image

These are the step and output of random effect data estimation
Image

Image


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