URGENT HELP-EGLS CROSS SECTION WEIGHTS
Posted: Mon May 07, 2012 9:27 pm
Hi it is very urgent and important..if you solve my problem..thanks a lot
eviews 5.1
PROBLEM-
1- I Estimated model
2- selected option :- panel -> weights->cross section weights (In case of heteroskedasticity WLS (weighted least squares) is a more efficient estimator) - As pr my understanding
3 - no other effects were selected
4-run
result r best as compared to GLS with random effect specification
but
ANOVA table - F statistic n P value is NOT produced in Eviews 5.1 results
Plz Suggest
(I SAW PAPERS - THERE IS F VALUE..MAY BE SOME PROBLEM IN MY CASE..)
IS it not produced..does it not matter
eviews 5.1
PROBLEM-
1- I Estimated model
2- selected option :- panel -> weights->cross section weights (In case of heteroskedasticity WLS (weighted least squares) is a more efficient estimator) - As pr my understanding
3 - no other effects were selected
4-run
result r best as compared to GLS with random effect specification
but
ANOVA table - F statistic n P value is NOT produced in Eviews 5.1 results
Plz Suggest
(I SAW PAPERS - THERE IS F VALUE..MAY BE SOME PROBLEM IN MY CASE..)
IS it not produced..does it not matter