The Wald test equation data member command does not work

[EViewsNas]

Hi,
Although I am using Eviews 8, the newly introduced equation data members @robf and @robfprob do not work. I estimated a number of OLS regressions with HAC standard errors and tried to extract the Wald F stats but the error massage (@robf is an illegal or reserved name) always appears. Indeed, other data members such as @f and @r2 work perfectly.

if you would like replicate what I have done, you can create , for example, a new unstructured work file with 3000 observations and run the following code:

series x1=rnd
series x2=rnd
series y=rnd

equation eq1.LS(COV=HAC) Y C X1 X2

scalar c_eq1=@f
scalar c_eq1=@robf

The first five commands work but the last one unfortunately does not.

I hope that this issue will be resolved soon :?

Thanks,
Nas

[EViews Glenn]

Your @f is using an unsupported method for obtaining the scalar value. For older statistics, one was able to use the equation methods without the name of an equation. Newer methods require the method used with an explicit equation.

The following modified version of your code will work

Code: Select all

series x1=rnd series x2=rnd series y=rnd equation eq1.LS(COV=HAC) Y C X1 X2 scalar c_eq1=eq1.@f scalar c_eq1=eq1.@robf

Note that I am explicitly accessing equation EQ1 in the last line.

[EViewsNas]

Thank you :D