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breusch
2009 May 12
0
R^2 extraction and autocorrelation/heterokedasticity on TSLS regression
Hi,
I'm actually I’m performing a TSLS linear multiple regression on annually data which go from 1971 to 1997. After performing the TSLS regression, I tried to extract the R squared value using “output$r.squared” function and to perform autocorrelation (Durbin Watson and Breush Godfrey) and heterokedasticity tests (Breush-pagan and Goldfeld Quandt) but I have errors messages. More specifically, this is function that I write to R and below its response :
for R^2 :
> output$r.squared
NULL
for heterokedasticity tests :
>bptest(reg1)
Error in terms.default(formula) : n...