Heteroskedasticity (Need Help)

For econometric discussions not necessarily related to EViews.

Moderators: EViews Gareth, EViews Moderator

b1lal
Posts: 1
Joined: Thu Jan 15, 2015 12:58 am

Heteroskedasticity (Need Help)

Postby b1lal » Sat Feb 07, 2015 2:48 am

Dear All,

I am stuck with a problem. I have made a model of growth of gdp as dependent variable and growth agriculture, services and manufacturing sectors as independent variables.

The regression was found significant along and autocorrelation is also fine. However, I am having problem in heteroskedasticity.

The heterskedasticity was found present in the model. My problem is that the data has some negative values due to which I can't take the log of the values to transform and run the model again.

Any suggestions?

Regards,
Bilal Ahmed

startz
Non-normality and collinearity are NOT problems!
Posts: 3798
Joined: Wed Sep 17, 2008 2:25 pm

Re: Heteroskedasticity (Need Help)

Postby startz » Sat Feb 07, 2015 7:57 am

Use heteroskedastic-robust standard errors, the (h) option for least squares.


Return to “Econometric Discussions”

Who is online

Users browsing this forum: No registered users and 2 guests