Re: Testing heteroskedasticity in probit
Posted: Sat Jul 28, 2012 8:29 am
Hello!Hey Startz, thanks a lot for showing me this feature in Eviews. I was looking up all the information in the userguides only.
I tried to take the steps, described in this help menu.
However: 'Next, the dependent variable in the test regression may be obtained as the standardized residual. Select Proc/Make Residual Series... and select Standardized Residual. We will save the series as BRMR_Y. '
This new serie only generates NA's in my case.
Later on,in the step: 'i]Then run the artificial regression by clicking on Quick/Estimate Equation..., selecting Least Squares, and entering:
brmr_y brmr_x (psi*(-xb)*fac)[/i]' I get an error message with 'unsufficient number of observations' and I think this has to do with the NA's of the BRMR_Y serie
So why do I get these NA values? How can I solve this problem?!
I'm running the heteroskedasticuty test in a probit model and I have the same problem. When I process the residual series with standardized residuals I get a BRMR_Y serie of NA's. But if I select "ordinary" it works.
Need some help, please.
Many thanks!