Search found 25 matches

by ROSSINL
Fri Aug 12, 2011 9:59 am
Forum: Add-in Support
Topic: Robustreg
Replies: 25
Views: 21212

Re: Robustreg

Thank you for the suggestion, in the command line it works.
However, the @expand function still does not work, I get the error "RSV is not defined". Bug in the program or currently not supported?
by ROSSINL
Fri Aug 12, 2011 5:55 am
Forum: Add-in Support
Topic: Robustreg
Replies: 25
Views: 21212

Re: Robustreg

Hi,

Using the @expand function for including dummy variables does not work with this add-on.
The available space for specifying an equation is also too limited for me. Is there a way to solve these issues?

Thanks
by ROSSINL
Wed Jul 27, 2011 8:31 pm
Forum: Estimation
Topic: Testing equality of coefficients between separate regression
Replies: 4
Views: 3714

Re: Testing equality of coefficients between separate regres

Well, if an Eviews expert is saying something is not easy, I'm not even going to bother trying :wink: Thanks for your swift replies.
by ROSSINL
Wed Jul 27, 2011 10:12 am
Forum: Estimation
Topic: Testing equality of coefficients between separate regression
Replies: 4
Views: 3714

Re: Testing equality of coefficients between separate regres

Thanks for your suggestion. SUR would be helpful, but I need standard errors that are robust to heteroskedasticity and autocorrelation, and ideally adjusted for clustering at firm level. From what I've read on this forum, Eviews 7 does not currently support this..is there a way to calculate a Wald t...
by ROSSINL
Tue Jul 26, 2011 10:09 pm
Forum: Estimation
Topic: Testing equality of coefficients between separate regression
Replies: 4
Views: 3714

Testing equality of coefficients between separate regression

Hi, I would like to test whether the parameters a2 and b2 are equal in the following separate linear OLS regressions: Y1=a1+a2X1+a3X2+a4X3+... Y1=b1+b2X4+b3X2+b4X3+... The models have the same dependent and control variables; only the partitioning variables X1 and X4 differ and I have to test whethe...
by ROSSINL
Tue Jul 26, 2011 9:19 pm
Forum: Programming
Topic: Regression for every industry and year
Replies: 14
Views: 6789

Re: Regression for every industry and year

Thank you, that does work :)
by ROSSINL
Mon Jul 25, 2011 7:32 pm
Forum: Programming
Topic: Regression for every industry and year
Replies: 14
Views: 6789

Re: Regression for every industry and year

One quick question please: In this section of the code above: for !sic2=1 to 99 is it possible to refer to a series containing the SIC codes instead of "1 to 99"? Since I read in the manual that "for" has to be combined with "to"? I need this because the SIC codes do no...
by ROSSINL
Thu Jul 21, 2011 4:26 pm
Forum: Add-in Support
Topic: Trim
Replies: 32
Views: 28523

Re: Trim

I can confirm that winsorizing now works flawlessly :D
Thanks for the fast response Gareth!
by ROSSINL
Thu Jul 21, 2011 4:05 pm
Forum: Add-in Support
Topic: Trim
Replies: 32
Views: 28523

Re: Trim

Sure, I've attached a trimmed version of it. I've tested it on the variables "at" and "revt" for a winsorization at 5% and 95% quintiles. As you can see the minimum is the same for the unwinsorized and winsorized series, but the maximum differs. PS: I see you edited your post :P ...
by ROSSINL
Thu Jul 21, 2011 3:36 pm
Forum: Programming
Topic: Regression for every industry and year
Replies: 14
Views: 6789

Re: Regression for every industry and year

Ok too bad, but than I'll look at the number of observations after the regression, like you suggested.
Thank you for the help Gareth.
by ROSSINL
Thu Jul 21, 2011 3:33 pm
Forum: Add-in Support
Topic: Trim
Replies: 32
Views: 28523

Re: Trim

Hi, I've downloaded the trimming and winsorization add-in for Eviews 7. However, when I do winsorization on a variable, it only performs winsorization for the upper tail of the distribution. So the maximum is affected after winsorization, but the minimum is not. I've used different quantiles but the...
by ROSSINL
Thu Jul 21, 2011 7:26 am
Forum: Programming
Topic: Regression for every industry and year
Replies: 14
Views: 6789

Re: Regression for every industry and year

To date, I haven't found a solution yet :(

Does anyone know how to let the program check whether there are at least # number of observations, before performing industry-year regressions?

Thank you.
by ROSSINL
Wed Jul 06, 2011 8:48 pm
Forum: Programming
Topic: Regression for every industry and year
Replies: 14
Views: 6789

Re: Regression for every industry and year

Thank you, that did the trick! I have one final question: I would like the program to only perform the industry-year regression if there are at least 15 observations to avoid a poor fit. I've tried to use an if statement in combination with the @regobs command, but that did not work (guess because @...
by ROSSINL
Wed Jul 06, 2011 5:33 pm
Forum: Programming
Topic: Regression for every industry and year
Replies: 14
Views: 6789

Re: Regression for every industry and year

Gareth, I think I (we) almost got it. After a lot of trial and error I tried this for a small sample of SIC industries 60-63. I've also extended the matrix for storing other statistics: matrix(1200,16) coefs !counter = 1 for !year=1991 to 2010 for !sic2=60 to 63 'list all sic codes here. smpl !year ...
by ROSSINL
Wed Jul 06, 2011 4:31 pm
Forum: Programming
Topic: Regression for every industry and year
Replies: 14
Views: 6789

Re: Regression for every industry and year

I changed both %sic to !sic but got an error "syntax error in "FOR 0 1 TO 99" If I place an equality sign as in for !sic2=1 to 99 'list all sic codes here. the syntax error disappears but then I'm back at the previous error: Error in Sample: Range Error in "SMPL @FIRST+1991-1 @FI...

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