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White test

Posted: Thu Nov 12, 2009 4:59 pm
by 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?

Re: White test

Posted: Fri Nov 13, 2009 11:21 am
by 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

Re: White test

Posted: Thu Jun 30, 2016 1:45 am
by 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,

Re: White test

Posted: Wed Jul 27, 2016 8:41 am
by 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

Re: White test

Posted: Wed Jul 27, 2016 8:59 am
by startz
Gareth's life will be easier if you tell him what the equation is :wink: