eviews 6.0 - LR test
Posted: Sun Oct 28, 2012 10:10 pm
Dear all,
It seems that the version-Eviews 6.0 is without LR test. Hence, I googled the command and tried.
The followings are the commands entered:
show eq01_5variables.output
show eq02_4variables.output
scalar lr = -2*( eq01_5variables.@logl - eq02_4variables.@logl )
scalar lr_pval = 1 - @cchisq(lr,1)
After entering these commands, "LR successfully created" and "LR_PVAL successfully created" were showed.
But when I tried to open, it showed that "Scalar LR=NA" and ''Scalar LR_PVAL=NA"
I don't know what's going on. Could you please tell me what's wrong with it? Thank u :D
btw, here I used GMM to estimate~
sincerely, Olivia
It seems that the version-Eviews 6.0 is without LR test. Hence, I googled the command and tried.
The followings are the commands entered:
show eq01_5variables.output
show eq02_4variables.output
scalar lr = -2*( eq01_5variables.@logl - eq02_4variables.@logl )
scalar lr_pval = 1 - @cchisq(lr,1)
After entering these commands, "LR successfully created" and "LR_PVAL successfully created" were showed.
But when I tried to open, it showed that "Scalar LR=NA" and ''Scalar LR_PVAL=NA"
I don't know what's going on. Could you please tell me what's wrong with it? Thank u :D
btw, here I used GMM to estimate~
sincerely, Olivia