I ran an OLS for this equation:
ROE RIR TBR MRR PLR MLR SDR INF BOHCTTA ROE(-1) USNIGEXC C
and eviews returned NA for Std. Error t-Statistic and Prob for all the variables with Rsquared = 1.0000. All the variables are used in their stationary state I(1) except BOHCTTA which is stationary at level. Please can someone explain what the problem is? Thanks for your help.
eviews returned NA for Std. Error t-Stat
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startz
- Non-normality and collinearity are NOT problems!
- Posts: 3798
- Joined: Wed Sep 17, 2008 2:25 pm
Re: eviews returned NA for Std. Error t-Stat
Your model has a perfect fit. You are probably either estimating an identity or have the same number of observations as RHS variables.
Re: eviews returned NA for Std. Error t-Stat
Thank you Startz, I have the same number of observations as RHS variables. Now, given this situation how do I interpret the results of the model or what exactly should I do in this case?
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startz
- Non-normality and collinearity are NOT problems!
- Posts: 3798
- Joined: Wed Sep 17, 2008 2:25 pm
Re: eviews returned NA for Std. Error t-Stat
Get more observations...
While you can fit a regression with the same number of observations and RHS variables, you can't do any statistical analysis with the results.
While you can fit a regression with the same number of observations and RHS variables, you can't do any statistical analysis with the results.
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