Extract residuals from logl object

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strypste
Posts: 53
Joined: Tue Jan 24, 2012 8:54 am

Extract residuals from logl object

Postby strypste » Tue Apr 21, 2015 3:16 am

Hi there

Is it possible to extract the residuals from a logl object?

I have estimated many models with ml and I picked the one which minimizes the AIC. Now I want to check if that model is well specified.

Cheers
s

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: Extract residuals from logl object

Postby EViews Gareth » Tue Apr 21, 2015 7:55 am

There is no general definition of a residual from a logl. But if residuals do exist, you can probably calculate them manually.


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