Search found 6 matches

by franmanuel
Thu Nov 09, 2017 7:05 am
Forum: Estimation
Topic: Dummy Variables
Replies: 144
Views: 139288

Re: Dummy Variables

Thanks, it works for the system specification. Now there is another problem, when I try to estimate. I have a system of 25 equations, with 3 independent variables for each. I then try to perform the estimation with the Seemingly Unrelated Regression method and it works well. But when I add fixed eff...
by franmanuel
Wed Nov 08, 2017 5:56 am
Forum: Estimation
Topic: Dummy Variables
Replies: 144
Views: 139288

Re: Dummy Variables

Been trying to do this for several hours, there is no way to do this right?
by franmanuel
Tue Nov 07, 2017 9:21 am
Forum: Estimation
Topic: Dummy Variables
Replies: 144
Views: 139288

Re: Dummy Variables

A related question: I constructed a system of equations to estimate with Seemingly Unrelated Regressions (SUR). The system has to specified with each actual coefficient related to the associated variable, for example: Under System Specification: Ycounty0 = C(1)*rain0+C(2)*clouds0+C(3)*x0+C(4)*sun0 Y...
by franmanuel
Mon Nov 06, 2017 4:17 pm
Forum: Estimation
Topic: Dummy Variables
Replies: 144
Views: 139288

Re: Dummy Variables

Thank you very much Gareth, it worked
by franmanuel
Mon Nov 06, 2017 3:06 pm
Forum: Estimation
Topic: Dummy Variables
Replies: 144
Views: 139288

Re: Dummy Variables

Thanks, tried it and seems to construct the dummies well but when performing a standard OLS in levels using @expand(hourmonthyear,@dropfirst) I get an error message: Matrix size error : too many parameters for default coefficient vector. I have nearly 30000 observations (using 2.5 years of the data)...
by franmanuel
Mon Nov 06, 2017 1:03 pm
Forum: Estimation
Topic: Dummy Variables
Replies: 144
Views: 139288

Re: Dummy Variables

Basic version: Basically I would like to have something like to create 1440 time dummies, one for each hour over 5 years. Using expand does not work since it only allows two timeframes, so I would like to use expand(@hour,@month,@year) but it doesn't work. What would be the alternative? I've looked ...

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