Extract White-Test results

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lomfy
Posts: 36
Joined: Mon Jul 18, 2011 11:51 pm

Extract White-Test results

Postby lomfy » Sat Aug 06, 2011 4:12 am

dear all,

i intend to describe the quality of various regressions.
as you can see in the attaced picture i fill a table with key quality figures for each regression:
durbin-watson, jarque-bera, r^2 statistics and so on have already been implemented, however i miss
the statistic of the white(1980) heteroskedasticity test:

can anyone tell me how to access this test statistic (which is called "obs*r-squared" and marked with the red box in the picture) in order to write it in my table in the same way i did with the other statistics?

thanks a lot!!




ps: i have to evaluate 96*3*10 regressions in total - so there's no way i could possibly do this manually... :) this has to be programmed somehow!
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: Extract White-Test results

Postby EViews Gareth » Sat Aug 06, 2011 8:52 am


lomfy
Posts: 36
Joined: Mon Jul 18, 2011 11:51 pm

Re: Extract White-Test results

Postby lomfy » Sun Aug 07, 2011 8:03 am

THANK YOU VERY MUCH! that's exactly what i was looking for...i wonder i didn't find the post myself!


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