Likelihood ratio test

[kenlopes]

I'm trying to do the likelihood ratio test between two linear models. What command should I use. I used the command, but did not yield any result.
the command:
scalar lr = -2*(modelolinear2.@logl - modelolinear1.@logl)
scalar q =1
scalar lr_pval = 1 - @cchisq(lr,q)

[EViews Gareth]

Could you be more specific? What do you mean "did not yield any result"? Were the scalars created?

[beniam]

Could you be more specific? What do you mean "did not yield any result"? Were the scalars created?

Gareth, I saw this post only after I posted mine in a different string. I thought I may post here as well in case other users face similar issues in the future. In my case, E-views sends an error message saying "LR is not defined". What could possibly be the reason?

Kindly,
Ben

[EViews Gareth]

Probably means you're referencing something called LR, which doesn't exist.

[startz]

Check to see whether the scalar lr was created after the line

Code: Select all

scalar lr = -2*(modelolinear2.@logl - modelolinear1.@logl)

The last command should work.