Hello,
I have estimated the following nls regression model
Coefficient Std. Error t-Statistic Prob.
C(1) 2.726114 0.131661 20.70563 0.0000
C(2) 0.103135 0.031590 3.264839 0.0012
C(3) 10.00232 3.221113 3.105236 0.0021
C(4) -4.055268 1.115459 -3.635514 0.0003
R-squared 0.480138 Mean dependent var 8.381672
Adjusted R-squared 0.475682 S.D. dependent var 0.393807
S.E. of regression 0.285155 Akaike info criterion 0.339665
Sum squared resid 28.45961 Schwarz criterion 0.383386
Log likelihood -56.12066 Hannan-Quinn criter. 0.357060
F-statistic 107.7517 Durbin-Watson stat 1.673422
Prob(F-statistic) 0.000000
From this model l could like to derive some relationships based on the estimated coefficients say: c(2)(1-c(3)). My question is: Is there a way to get standard errors for the new derived relationships to get the significance level? If so can someone give me advise on who to get them.
Thank you in advance
Std errors for relationships btwn estimated coefficients
Moderators: EViews Gareth, EViews Moderator
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gibson mudiriza
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EViews Gareth
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Re: Std errors for relationships btwn estimated coefficients
View->Coefficient Diagnostics->Wald Test.
The Wald Test will produce the standard errors for any relationship you type in.
The Wald Test will produce the standard errors for any relationship you type in.
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gibson mudiriza
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Re: Std errors for relationships btwn estimated coefficients
Thank you Gareth.
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