How to save Wald test results from several regressions?
Posted: Wed Sep 15, 2010 9:56 am
Hi,
I'm trying to obtain the results of a standard wald test on coefficient restrictions from 188 regressions (using the same dependent series but changing a dummy variable 188 times), I am able to run the regressions but I can't seem to get the code right to tabulate the wald test results!
Here is the code i use to run the regressions which works
Below I have put the code i've tried to use which doesn't work. When i try running the program i receive the error message "WALDTABLE is not defined in "WALDS(1,1)=@VAL(WALDTABLE(6,2))"."
Does anyone have any idea as to how i should amend my code or write a different one which will calculate the wald test for each equation and then puts the outcome into a column vector?
Any help would be appreciated thanks!
Lexy
Using Eviews 7.1
I'm trying to obtain the results of a standard wald test on coefficient restrictions from 188 regressions (using the same dependent series but changing a dummy variable 188 times), I am able to run the regressions but I can't seem to get the code right to tabulate the wald test results!
Here is the code i use to run the regressions which works
Code: Select all
for !i=1 to 188
equation eq{!i}.ls uk c c{!i} t1 t2 t3 t4 t5 t6 t7 t8 t9
nextCode: Select all
matrix(188,1) Walds
!rowcounter=1
for !i=1 to 188
equation eq{!i}.ls uk c c{!i} t1 t2 t3 t4 t5 t6 t7 t8 t9
freeze(waldtable) eq.wald c(3)=c(4)=c(5)=c(6)=c(7)=c(8)=c(9)=c(10)=c(11)=0
walds(!rowcounter,1) = @val(waldtable(6,2))
!rowcounter=!rowcounter+1
d waldtable
nextDoes anyone have any idea as to how i should amend my code or write a different one which will calculate the wald test for each equation and then puts the outcome into a column vector?
Any help would be appreciated thanks!
Lexy
Using Eviews 7.1