COEFFICIENTS AND P-VALUES FROM OLS

[molugbode]

Many thanks for your suggestions.

I have incorporated the suggested programme below into my existing programme.

freeze(tab1) e1.wald c(1)=0
scalar f_pvalue = @val(tab1(6,4))

However I'm still not able to get the p-values for the regression coefficients when I run the model. Is it still possible to run all the 31 model simultaneously using the table option ? The only output with all the regression parameters was for only one dependent variable. The other 30 were ignored.

Can you kindly provide a sample programme ?

Many thanks

[molugbode]

Problem solved. Many thanks for your suggestion.

[fmgoto]

How did you solve it?

I need to retrieve the p-value from thousands of OLS and store them in a table.

Thank You, Fabio

[EViews Gareth]

If you want the p-values from an equation object, the easiest thing to do is to calculate them yourself:

Code: Select all

!df = eq01.@regobs - eq01.@ncoef vector pvals = @tdist(eq01.@tstats,!df)

[fmgoto]

I thought so... Thank You!