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The output of the regression dosn't show the f-statistic
Posted: Thu Mar 19, 2015 8:24 am
by 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
Re: The output of the regression dosn't show the f-statistic
Posted: Thu Mar 19, 2015 8:31 am
by 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.
Re: The output of the regression dosn't show the f-statistic
Posted: Thu Mar 19, 2015 9:13 am
by 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.
Re: The output of the regression dosn't show the f-statistic
Posted: Thu Mar 19, 2015 10:38 am
by EViews Gareth
The f-statistic calculation is made using the R-squared form, which is only valid if there is a constant.
Re: The output of the regression dosn't show the f-statistic
Posted: Thu Mar 19, 2015 10:45 am
by 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.