White test

[startz]

With the attached workfile, estimate

Code: Select all

ls cost c n

Then View/Residual tests/Heteroskedasticity test... White, hit Ok.

Error message: "Insufficient number of coefficients to test."

Bug, no?

[EViews Gareth]

Recently introduced bug, will be fixed in next patch for 6 (and 7).

In the mean time you can use the command:

Code: Select all

equation eq01.ls cost c n eq01.hettest(c) @white

[ihlasnobatovich]

Hi Gareth,

I use the newest version of Eview 9, I estimate Panel GMM models with random-effects, and when I apply Hausman test, it shows an error of "Insufficient number of common coefficients to test". How to deal with it?

Please, see my attached workfile, there is an "random_cross" equation in it that I use to apply Hausman test.

Many thanks,

[basse]

Hi Gareth,

I seem to have the same problem as ihlasnobatovich, except that I am estimating an LS model and not GMM. Would really appreciate it if you could help me.

I have attached my file.

Kind regards,
Basse

[startz]

Gareth's life will be easier if you tell him what the equation is