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LRTEST

Posted: Wed Jun 12, 2013 9:14 am
by wawataiji
this is my e-views command to calculate LRtest.
equation eq3.probit work c logincome age school ychildren ochildren foreign
equation eq4.probit work c logincome age ychildren foreign
scalar LR=2*(eq3.@logl-eq4.@logl)
scalar LRp=1-@cchisq(lr,2)
vector(2) stat
stat.fill LR,LRp


What I input "the redunant variables test browser'?
I saw the comand in user guide.
but I also want to know in the manual.

i.e view -> coffeicient diagonastic -> redundant variables -likeliood ratio.

and what I input?

Re: LRTEST

Posted: Wed Jun 12, 2013 11:04 am
by EViews Esther
In "the Redundant Variables Test" dialog, you can enter the names of the variables (in your equation specification) that you wish to remove in the restricted model.

Re: LRTEST

Posted: Wed Jun 12, 2013 8:15 pm
by wawataiji
In "the Redundant Variables Test" dialog, you can enter the names of the variables (in your equation specification) that you wish to remove in the restricted model.
my hyphothesis is Ho= B4 = B6 = 0 (B4 = school, B6=ochildren) then, what I input?

Re: LRTEST

Posted: Thu Jun 13, 2013 8:54 am
by EViews Esther
school ochildren