The Wald test equation data member command does not work
Posted: Sat Sep 14, 2013 10:22 pm
Hi,
Although I am using Eviews 8, the newly introduced equation data members @robf and @robfprob do not work. I estimated a number of OLS regressions with HAC standard errors and tried to extract the Wald F stats but the error massage (@robf is an illegal or reserved name) always appears. Indeed, other data members such as @f and @r2 work perfectly.
if you would like replicate what I have done, you can create , for example, a new unstructured work file with 3000 observations and run the following code:
series x1=rnd
series x2=rnd
series y=rnd
equation eq1.LS(COV=HAC) Y C X1 X2
scalar c_eq1=@f
scalar c_eq1=@robf
The first five commands work but the last one unfortunately does not.
I hope that this issue will be resolved soon :?
Thanks,
Nas
Although I am using Eviews 8, the newly introduced equation data members @robf and @robfprob do not work. I estimated a number of OLS regressions with HAC standard errors and tried to extract the Wald F stats but the error massage (@robf is an illegal or reserved name) always appears. Indeed, other data members such as @f and @r2 work perfectly.
if you would like replicate what I have done, you can create , for example, a new unstructured work file with 3000 observations and run the following code:
series x1=rnd
series x2=rnd
series y=rnd
equation eq1.LS(COV=HAC) Y C X1 X2
scalar c_eq1=@f
scalar c_eq1=@robf
The first five commands work but the last one unfortunately does not.
I hope that this issue will be resolved soon :?
Thanks,
Nas