How to store residual tests
Posted: Thu May 20, 2010 1:26 pm
Hi,
i want to store the test statistics of White, Breusch-Pagan and ARCH tests from a several regressions in a "for" loop.
i was trying to use inside the "for" loop the command:
scalar white_test_%name = %name.white(c); for example, where "%name" is the string that is the name of the equation.
but this command calls the window of the test.
i want to store the test statistics.
Can you help me?
regards
Fernando
i want to store the test statistics of White, Breusch-Pagan and ARCH tests from a several regressions in a "for" loop.
i was trying to use inside the "for" loop the command:
scalar white_test_%name = %name.white(c); for example, where "%name" is the string that is the name of the equation.
but this command calls the window of the test.
i want to store the test statistics.
Can you help me?
regards
Fernando