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eviews 6.0 - LR test

Posted: Sun Oct 28, 2012 10:10 pm
by pooh_771226
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

Re: eviews 6.0 - LR test

Posted: Sun Oct 28, 2012 10:48 pm
by EViews Gareth
Do your equations show an LR stat?

Re: eviews 6.0 - LR test

Posted: Mon Oct 29, 2012 12:39 am
by pooh_771226
i don't think so~ it seems that eviews didn't show the LR stat~ if so, can i still do the LR test by entering commands??? thank u ~

Re: eviews 6.0 - LR test

Posted: Mon Oct 29, 2012 7:51 am
by EViews Gareth
Ah, just noticed you are estimating using GMM. Like most packages, EViews doesn't calculate a likelihood statistic for a GMM estimation, so, no, there is no way to obtain it.

Re: eviews 6.0 - LR test

Posted: Mon Oct 29, 2012 7:01 pm
by pooh_771226
ok~~ˊˋ~~ i really appreciate ur help :) thank u :D