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Cramer's (1987) Z-statistic

Posted: Mon Sep 26, 2011 5:59 pm
by Weaver102406
I am comparing the R sq of two models in a value relevance study and would like to use the Cramer's (1987) Z-statistic. I am using Eviews 7 and cannot find information on computing this statistic in the help manual. Does Eveiws 7 compute this statistic?

Thanks!

Re: Cramer's (1987) Z-statistic

Posted: Tue Sep 27, 2011 9:08 am
by EViews Glenn
Computation of that statistic is not a built-in feature of EViews.

Re: Cramer's (1987) Z-statistic

Posted: Tue Sep 27, 2011 1:06 pm
by Weaver102406
Thanks!