Search found 16 matches

by chungrak9
Wed Aug 20, 2014 1:08 pm
Forum: Estimation
Topic: Redundant fixed effects and degrees of freedom
Replies: 4
Views: 1468

Re: Redundant fixed effects and degrees of freedom

Thanks a lot!
by chungrak9
Wed Aug 20, 2014 8:46 am
Forum: Estimation
Topic: Redundant fixed effects and degrees of freedom
Replies: 4
Views: 1468

Re: Redundant fixed effects and degrees of freedom

Thank you for your answer. I'd like to have more specific information, because I cannot find such details in the manual. Let me explain what I think about the test. Would you please check any error in it? In my pooled model, C(1) thru C(40) represent the cross-section fixed effects, and C(101) thru ...
by chungrak9
Tue Aug 19, 2014 8:03 pm
Forum: Estimation
Topic: Redundant fixed effects and degrees of freedom
Replies: 4
Views: 1468

Redundant fixed effects and degrees of freedom

Hello. I use EViews 8. I have 40 cross-sections and 53 time periods. In the pool estimation, I include both cross-section and period fixed effects. Thus, I have 93 fixed effects in total. When I click the redundant fixed effects test, EViews shows three sets of tests: (1) Both effects vs. period eff...
by chungrak9
Wed Aug 13, 2014 10:49 am
Forum: Programming
Topic: Redundant variables test and restricted sample
Replies: 3
Views: 1126

Redundant variables test and restricted sample

Hello. I use EViews 8. I have 40 countries for 56 years in the data. Of course, there are many missing values. I did pool estimation and tried to do the redundant variables test, but only saw the following error message: "Test specifications have different samples due to NAs in original or test...
by chungrak9
Thu Jul 24, 2014 11:22 am
Forum: Bug Reports
Topic: SUR and equation weights
Replies: 14
Views: 2704

Re: SUR and equation weights

But it does not take into account error correlations across equations, does it?
by chungrak9
Thu Jul 24, 2014 7:05 am
Forum: Bug Reports
Topic: SUR and equation weights
Replies: 14
Views: 2704

Re: SUR and equation weights

I see. I was confused because the word "SUR" was included in the title of "Cross-section SUR (PCSE)" even if it was not SUR. Then, don't you think the title is misleading? You should re-word "Cross-section SUR" into something else. As you know, "Cross-section SUR&q...
by chungrak9
Wed Jul 23, 2014 12:34 pm
Forum: Bug Reports
Topic: SUR and equation weights
Replies: 14
Views: 2704

Re: SUR and equation weights

Apples and oranges... then your answer to my question is No? As far as I understand based on the manual, WLS and SUR use different weight matrices. SUR considers heteroskedasticity and contemporaneous correlation in the errors across equations, whereas WLS considers cross-equation heteroskedasticity...
by chungrak9
Wed Jul 23, 2014 12:18 pm
Forum: Bug Reports
Topic: SUR and equation weights
Replies: 14
Views: 2704

Re: SUR and equation weights

Let me clarify my questions:

Is the "Cross-section SUR (PCSE)" method of pool estimation regarded as "Seemingly Unrelated Regression"?
by chungrak9
Wed Jul 23, 2014 11:37 am
Forum: Bug Reports
Topic: SUR and equation weights
Replies: 14
Views: 2704

Re: SUR and equation weights

Correct.
by chungrak9
Wed Jul 23, 2014 11:23 am
Forum: Bug Reports
Topic: SUR and equation weights
Replies: 14
Views: 2704

Re: SUR and equation weights

In the workfile, there are pairs of pool object and system object. For example, [_rakkoo_t2m1] and [_rakkoo_t2m1_system] have the same results (but slightly different se). You can compare the coefficients, because they are in the same order (while there is no constant in the system). This system est...
by chungrak9
Wed Jul 23, 2014 6:58 am
Forum: Bug Reports
Topic: SUR and equation weights
Replies: 14
Views: 2704

SUR and equation weights

Hello. I use EViews 8, Enterprise Edition - Jun 18 2014 build (64-bit). I run it on Windows 7 Professional SP1. I am confused because the "Cross-section SUR (PCSE)" method of pool estimation yields different results from the "Seemingly Unrelated Regression" method of system estim...
by chungrak9
Tue Jul 15, 2014 2:26 pm
Forum: Econometric Discussions
Topic: SYSTEM estimation: WLS vs. SUR
Replies: 0
Views: 553

SYSTEM estimation: WLS vs. SUR

Hello. What are the differences between "Weighted Least Squares" method and "Seemingly Unrelated Regression" method? I had a pool estimation with the following settings: Estimation method = cross-section weights Covariance method = cross-section SUR (PCSE) Then, I specified the s...
by chungrak9
Mon Jul 14, 2014 9:04 am
Forum: Programming
Topic: SUR with system
Replies: 0
Views: 424

SUR with system

Hello. In the data, there are 40 countries between 1950 and 2005. I wonder if a SYSTEM object can replicate the results from a POOL object. The attached files show the POOL estimation setting. In order to replicate the POOL estimation, I created a SYSTEM object, specified the following equations, an...
by chungrak9
Tue Jun 10, 2014 10:14 am
Forum: Programming
Topic: Monte Carlo of STEPWISE regression
Replies: 4
Views: 1120

Re: Monte Carlo of STEPWISE regression

Thank you very much again. It works! XD
Rakkoo
by chungrak9
Tue Jun 10, 2014 8:44 am
Forum: Programming
Topic: Monte Carlo of STEPWISE regression
Replies: 4
Views: 1120

Re: Monte Carlo of STEPWISE regression

Thanks a lot! I was able to store the variable list in a svector. BTW, let me change my first question: Can EViews randomly draw a certain number of observations (or a certain percent) from the data? In the manual, I find "sample" and "smpl" commands, but they require a pair of n...

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