Hi, I am wondering how to extract residuals from multiple regressions. Right now I want to test out a series of independent variables and then look at the residuals from each regression. Currently I have
for %1 "x1" "x2"...
regress y {%1}
smpl %start %end
series {%1} = resids
excel_output.add {%1}
next
write(t=xls) excel_ouput
I have been running into many syntax errors and excel only recording one residual series. Any help would be greatly appreciated. Thanks!
Writing out residuals into excel file
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EViews Gareth
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Re: Writing out residuals into excel file
Code: Select all
group excel_output
for %var "x1 x2 x3 x4"
equation eq_{%var}.ls y {%var}
eq_{%var}.makeresids resid_{%var}
excel_output.add resid_{%var}
next
wfsave(t=excelxml) myfile.xlsx @keep excel_output
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Superbakkz
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- Joined: Sat Oct 11, 2014 2:14 am
Re: Writing out residuals into excel file
I would like something similar, only that i need to report the heteroskedastic robust standard errors. Instead of one dependent variable I also have multiple, each to be regressed on "their own" independent ones.
How would I adjust the code to make this work?
Thanks!
How would I adjust the code to make this work?
Thanks!
-
EViews Gareth
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13604
- Joined: Tue Sep 16, 2008 5:38 pm
Re: Writing out residuals into excel file
Could you provide more details on exactly what you're trying to do?
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