The output of the regression dosn't show the f-statistic

[cafps@iscte.pt]

Hy,

I'm using the 6 eviews version and the f-statistic doesn't appear in the output of a regression as you can see in the attached file.

Probably this can be solved using a command, but so far, I haven't been able to solve this problem.

Best,

Cláudio

[startz]

EViews does not show the F-statistic if you do not include a constant. I can't think of any good reason for not showing it.

You can always compute the F-statistic manually from View/Coefficient Diagnostics/Wald test. In your case enter c(1)=0,c(2)=0,c(3)=0.

[cafps@iscte.pt]

Thanks for your reply. I have checked and as you said if I add the constant the f-statistic is shown. Is there any reason for this to happen? Because if I use a earlier version of eviews that problem is solved.

[EViews Gareth]

The f-statistic calculation is made using the R-squared form, which is only valid if there is a constant.

[startz]

So why not use the matrix wald form internally or use the ssr form internally. Consider the mild weirdness that these in these identical regressions the first reports the F and the second doesn't.

Code: Select all

ls y c x>0 ls y x<=0 x>0