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t-value of multiple coefficients
Posted: Tue Jul 29, 2014 12:07 am
by Alex_sad
Hi,
i'm trying to interpret a model that in this way i have to sum two coefficients. Anybody's know how can i calculate a single t-value for this new coefficient(the sum of two coefficients).????
Thank You
Re: t-value of multiple coefficients
Posted: Tue Jul 29, 2014 12:17 am
by EViews Gareth
View->Coefficient Diagnostics->Wald Test
Re: t-value of multiple coefficients
Posted: Tue Jul 29, 2014 8:32 am
by Alex_sad
Sorry, but i want a t-value and a p-value for two coefficients, and wald test doesn't give me these numbers.
in another word, if
Variable Coefficient Std. Error t-Statistic Prob.
C 28.78424 11.69091 2.462105 0.0144
A -79.45695 103.8678 -0.764982 0.4449
B 58.16119 71.74479 0.810668 0.4182
C 454.8969 100.3460 4.533285 0.0000
i want to know sum of variable A and B (A+B) has what t-statistic and what prob. !!!!!
Once again thank you so much.....
Re: t-value of multiple coefficients
Posted: Tue Jul 29, 2014 8:38 am
by startz
try
c(2)+c(3)=0
Re: t-value of multiple coefficients
Posted: Tue Jul 29, 2014 8:51 am
by Alex_sad
Thank you So much....
can i ask you if prob. of f-statistics be more that 0.05, what does it mean?
Re: t-value of multiple coefficients
Posted: Tue Jul 29, 2014 8:52 am
by startz
It means you can't reject whatever hypothesis you are testing at the five percent significance level.
Re: t-value of multiple coefficients
Posted: Tue Jul 29, 2014 9:05 am
by Alex_sad
yes i know
i mean in this particular wald test, when i try c(2)+C(3)=0, what does it mean?
it means that sum of these two variable is not significant?
Re: t-value of multiple coefficients
Posted: Tue Jul 29, 2014 9:07 am
by startz
Right, it means it's not significant (at the five percent level). Note that the p-value for the F-test should be numerically identical to the result for the t-test.
Re: t-value of multiple coefficients
Posted: Tue Jul 29, 2014 9:16 am
by Alex_sad
i'm so thankful....