Page 1 of 1

Test for Overdispersion (Cameron and Trivedi)

Posted: Wed Apr 15, 2015 8:52 am
by Nitzan04
Hello,
I would be glad for explanation between the differences of the fitted values of the dependent variable and the forecast values.
Because when i'm doing the procedure that is mentioned in page 293 at the Eviews manual and comparing the values i see that they identical.
Is it always supposed to be like this or is this have some meaning about the dispersion of my data?
Thank you in advance,
Nitzan