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ningxialjylz 发表于 2010-3-23 10:15:09 |AI写论文

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请问如何在eviews 5.0中做logit回归的H-L检验和Andrew检验
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关键词:EVIEWS Andrew logit Views Eview 如何

沙发
ermutuxia 发表于 2012-12-20 14:25:10
Andrews-Quandt test for unknown breakpoint.

Carries out the Andrews-Quandt test for parameter stability at some unknown breakpoint.

Syntax
ubreak(options) trimlevel @ x1 x2 x3

You must provide the level of trimming of the data. The level must be one of the following: 49, 48, 47, 45, 40, 35, 30, 25, 20, 15, 10, or 5. If the equation is specified by list and contains no linear terms, you may specify a subset of the regressors to be tested for a breakpoint after an "@" sign.

Options

wfname = series_name
Store the individual Wald F-statistics into the series series_name.

lfname = series_name
Store the individual likelihood ratio F-statistics into the series series_name.

prompt
Force the dialog to appear from within a program.

p
Print the result of the test.



Examples
ls log(spot) c log(p_us) log(p_uk)

ubreak 15

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