Extract White-Test results
Posted: 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!
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!