Cramer's (1987) Z-statistic
Posted: Mon Sep 26, 2011 5:59 pm
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!
Thanks!