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variance inflation factors

Posted: Thu Aug 18, 2011 5:27 am
by lomfy
hello! can anybody tell me how to refer to the table of the variance inflation factors of a regression?

for example i try to fill in a cell of my table with the respective value, however "vif" does not seem to be the right expression...:

statistik_regressionen(!i+1,14) = @val(vif!i(11,3))


cheers!

Re: variance inflation factors

Posted: Thu Aug 18, 2011 5:41 am
by trubador
First, you freeze the output from the VIF view of your equation:

Code: Select all

freeze(vif) eq01.varinf
And then extract the value of your interest:

Code: Select all

statistik_regressionen(!i+1,14) = @val(vif(8+!i,3))

Re: variance inflation factors

Posted: Thu Aug 18, 2011 1:44 pm
by lomfy
Hey trubador,
thanks for your reply .. that works perfectly! However - is there an overview of all the tables i can freeze in this manner?
For example, the next thing i intend to do is grab a certain test statistic (Anderson-Darling) from the "Empirical distribution test (for normal distribution)"
- results table, however i have no idea what it's description is (just the same as the thing with "varinf" - how was i supposed to know?
(without asking the forum) ;D
Cheers!

Re: variance inflation factors

Posted: Thu Aug 18, 2011 2:02 pm
by EViews Gareth
The Object Reference has a list of every command for a view or procedure available for every object type.