Search found 36 matches
- Mon May 21, 2018 11:19 am
- Forum: Estimation
- Topic: Ordered Logit Issue
- Replies: 6
- Views: 6724
Re: Ordered Logit Issue
Thanks a lot.
- Fri May 11, 2018 2:44 am
- Forum: Estimation
- Topic: Ordered Logit Issue
- Replies: 6
- Views: 6724
Re: Ordered Logit Issue
And in a case where 99% of observations have the same response, there is not much that one case do. I do not have such an extreme case, the data are fairly balanced -1 > 28.7% 0 > 23.7 +1 > 47.6% And yet there are no "0" predictions by the model...This seems very strange to me...
- Thu May 10, 2018 2:25 pm
- Forum: Estimation
- Topic: Ordered Logit Issue
- Replies: 6
- Views: 6724
Re: Ordered Logit Issue
In this type of model it is certainly possible that the highest predicted probability never matches the actual realization. This problem becomes more acute the greater number of possible outcomes in the speicfication. In this case, the highest fitted probability is always for the dep=1 category, un...
- Thu May 10, 2018 1:58 pm
- Forum: Estimation
- Topic: Ordered Logit Issue
- Replies: 6
- Views: 6724
Ordered Logit Issue
I am running an ordered logit model with 3 outcomes: -1, 0, 1. The results are: https://s19.postimg.cc/z1owasu0z/screenshot_1775.jpg And the evaluation of the results yields the followinf. The problem is the model never predicts and 0's it just predicts -1 and 1 values... What is wrong? https://s19...
- Fri May 09, 2014 8:20 am
- Forum: Estimation
- Topic: Are there nonlinearity tests in Eviews?
- Replies: 5
- Views: 8718
Re: Are there nonlinearity tests in Eviews?
Hello Glen and thank you.
I need to test whether my dependent variable is generated by a non-linear process so that I can decide the type of models to use for further analysis.
I need to test whether my dependent variable is generated by a non-linear process so that I can decide the type of models to use for further analysis.
- Fri May 09, 2014 3:56 am
- Forum: Estimation
- Topic: Are there nonlinearity tests in Eviews?
- Replies: 5
- Views: 8718
Are there nonlinearity tests in Eviews?
Are there any non-linearity tests for the data in Eviews?
- Mon Mar 11, 2013 12:18 pm
- Forum: Estimation
- Topic: Choleski Decomposition
- Replies: 3
- Views: 3812
Re: Choleski Decomposition
EViews Gareth wrote:I don't believe it is implemented.
I do not think either, but I was wondering if there is a way to do it manually.
- Mon Mar 11, 2013 3:04 am
- Forum: Estimation
- Topic: Choleski Decomposition
- Replies: 3
- Views: 3812
Re: Choleski Decomposition
For the above, I cannot use the "Estimate Structural Factorization" option as it is not available for VECMs.
How can I do this without this option?
I need to extract the structural residuals.
How can I do this without this option?
I need to extract the structural residuals.
- Sun Mar 10, 2013 10:41 am
- Forum: Estimation
- Topic: Choleski Decomposition
- Replies: 3
- Views: 3812
Choleski Decomposition
Hello all,
I have estimated a 3 endogenous variable VECM. I need to get the structural errors by a Cholesky decomposition. How can I do this in Eviews?
Thank you very much,
Perry
I have estimated a 3 endogenous variable VECM. I need to get the structural errors by a Cholesky decomposition. How can I do this in Eviews?
Thank you very much,
Perry
- Thu Jul 05, 2012 6:16 am
- Forum: Estimation
- Topic: Impulse Responses and VECM
- Replies: 1
- Views: 2875
Impulse Responses and VECM
Hello I am reading the manual and I am a bit confused: Question 1: In a VAR when selecting Estimate and select as VAR Type > Vector Error Correction the Lag Intervals for D(endogenous) on the right must be q-1? i.e. the selected in the VAR optimum lag length minus one just like in the case for the c...
- Fri Jan 27, 2012 9:31 am
- Forum: Estimation
- Topic: Cointegrating Vector Restrictions
- Replies: 1
- Views: 2645
- Thu Jan 26, 2012 11:27 am
- Forum: Estimation
- Topic: Cointegrating Vector Restrictions
- Replies: 1
- Views: 2645
Cointegrating Vector Restrictions
Maybe this makes more sense: I have the system: c, i, m-p, y, R The vars are real consumption, real investment, real money balances, real output and the interest rate respectively. The cointegration test shows that I have two cointegrating vectors. I expect that these two are the consumption-output ...
- Wed Feb 09, 2011 10:20 am
- Forum: Estimation
- Topic: HOW TO ESTIMATE A MULTIVARIATE GARCH-M MODEL?
- Replies: 58
- Views: 108162
Re: HOW TO ESTIMATE A MULTIVARIATE GARCH-M MODEL?
trubador wrote:Lambdas are the coefficents of variances in the mean equations.
So other than the singular matrix problem that is data driven the program seems to work in this form?
I am going to use it myself as well these days.
- Mon Nov 29, 2010 10:03 am
- Forum: Estimation
- Topic: Maximum Number of Regressors in OLS
- Replies: 9
- Views: 6919
Re: Maximum Number of Regressors in OLS
That is great! thank you very much!
- Mon Nov 29, 2010 9:17 am
- Forum: Estimation
- Topic: Maximum Number of Regressors in OLS
- Replies: 9
- Views: 6919
Re: Maximum Number of Regressors in OLS
Unfortunately you can no longer estimate an equation by list if you want to use your own coefficient vector. You have to estimate by expression. Dear Gareth, thank you for your reply. I have created a vector named "CC" as the alternative coef vector with 1000 rows. Typing: ls price c coal...