p-value wald test
Posted: Sun Apr 01, 2012 9:54 am
Hi,
I am in the process of writing a code to run repeated OLS estimations against dummy variables and test whether they are all equal. What i need is a wald test for the equality of the coefficients of the dummy variables. Based on its significance i perform a second set of estimations with or without the dummy variables. Does anyone know whether and how i can get the p-value of a wald type test in eviews to use it in my code. Thanks in advance.
I am in the process of writing a code to run repeated OLS estimations against dummy variables and test whether they are all equal. What i need is a wald test for the equality of the coefficients of the dummy variables. Based on its significance i perform a second set of estimations with or without the dummy variables. Does anyone know whether and how i can get the p-value of a wald type test in eviews to use it in my code. Thanks in advance.