EViews.com

Hello,

I would like to ask how can i compute the non-parametric KW test in Eviews?

I am wondering whether the 'Chi-squared statistic' in Wald Test (statistic results below F-statistic) representing the KW test?

Cheers

Not sure the context in which you are asking this question...

The KW statistic can be performed an any series in EViews using the median by-test option, or (I believe) the group testing option. But I'm not certain what you mean by the Wald Chi-Square...

Not sure the context in which you are asking this question...

The KW statistic can be performed an any series in EViews using the median by-test option, or (I believe) the group testing option. But I'm not certain what you mean by the Wald Chi-Square...

ok. I am confused with my question as well. alright its like this, i am trying to test the F-statistic of the null hypothesis (all mean being the same) against the alternative hypothesis (at least one of them are not the same). so i preform a Wald test of C(1)=C(2)=C(3)=C(4)=C(5)=C(6)=C(7)=C(8)=C(9)=C(10)=C(11)=C(12)=C(13)=C(14) (lets say 14 variables).
then part of the output results are:

Wald Test:
Equation: GJR_MOTY_WNY_SUB1

Test Statistic Value df Probability

F-statistic 1.249957 (13, 2555) 0.2368
Chi-square 16.24944 13 0.2359

so i want to ask whether the 'Chi-square' results represent the results of non-parametric KW test?

cheers

No, it's the asymptotic form of the Wald test.