Search found 45 matches
- Tue Mar 18, 2014 10:50 pm
- Forum: Estimation
- Topic: Weighted Statistics in pooled model
- Replies: 21
- Views: 14904
Re: Weighted Statistics in pooled model
W is symmetric weights matrix [15x15]
- Mon Mar 17, 2014 11:03 pm
- Forum: Estimation
- Topic: Weighted Statistics in pooled model
- Replies: 21
- Views: 14904
Re: Weighted Statistics in pooled model
Y - seria with gaps.
I mast calcumate meanDV by formula @mean(@inverse(@cholesky(w))*y), but y with gaps? fnd afret useing this formula Eviews report me error message: "Size do not match in matrix function".
What I mast do?
I mast calcumate meanDV by formula @mean(@inverse(@cholesky(w))*y), but y with gaps? fnd afret useing this formula Eviews report me error message: "Size do not match in matrix function".
What I mast do?
- Sun Mar 16, 2014 11:48 pm
- Forum: Estimation
- Topic: Weighted Statistics in pooled model
- Replies: 21
- Views: 14904
Re: Weighted Statistics in pooled model
for example: Y 1 - 1 -0.400171165 1 - 2 1.481536087 1 - 3 NA 1 - 4 0.218367129 1 - 5 -0.785769492 2 - 1 -0.161817373 2 - 2 NA 2 - 3 -0.402386973 2 - 4 0.837537202 2 - 5 -1.366318013 3 - 1 0.591972882 3 - 2 0.490477648 3 - 3 0.409391605 3 - 4 NA 3 - 5 0.137311174
- Wed Mar 05, 2014 2:31 am
- Forum: Estimation
- Topic: Weighted Statistics in pooled model
- Replies: 21
- Views: 14904
Re: Weighted Statistics in pooled model
Hello!
I have tried to use formula @mean(@inverse(@cholesky(w))*y) for data with gaps, but EViews show the error message: "Size do not match in matrix function". Why?
I have matrix [15*15] and vector y [1*15] with gaps.
i mast use other formuls?
I have tried to use formula @mean(@inverse(@cholesky(w))*y) for data with gaps, but EViews show the error message: "Size do not match in matrix function". Why?
I have matrix [15*15] and vector y [1*15] with gaps.
i mast use other formuls?
- Tue Feb 04, 2014 11:50 pm
- Forum: Estimation
- Topic: Weighted Statistics in pooled model
- Replies: 21
- Views: 14904
Re: Weighted Statistics in pooled model
Thank you!=)
- Wed Nov 13, 2013 1:21 am
- Forum: Estimation
- Topic: Weighted Statistics in pooled model
- Replies: 21
- Views: 14904
Re: Weighted Statistics in pooled model
Thank you! Your previous post was very helpful! But I found one more problem:( I can't calculate Weighted R2. I use algoritm from http://forums.eviews.com/viewtopic.php?f=4&t=8715&p=30543&hilit=Weighted+Statistics#p30543, but it works only for model with constant. => How to calculate Wei...
- Mon Nov 11, 2013 1:00 am
- Forum: Estimation
- Topic: Weighted Statistics in pooled model
- Replies: 21
- Views: 14904
Re: Weighted Statistics in pooled model
I want to explain my question. I have martix W. We know how to calculate it from previous posts. And we have actual y. If we want to apply Cholesky factorization we use this EViews code: matrix wCh = @cholesky(w) matrix ym = wch*y scalar meanYW=@mean(ym) after this meanYW = 0.4905948469694039, where...
- Fri Nov 08, 2013 4:46 am
- Forum: Estimation
- Topic: Weighted Statistics in pooled model
- Replies: 21
- Views: 14904
Re: Weighted Statistics in pooled model
I use FORMULA b = (x'*omg^-1*x)^-1*x'*omg^-1*y, where omg is a matrix: on main diagonal: @sumsby(resid*resid,dateid)/@obsby(resid01,dateid) not on diagonal: 1. multiply resid with following pairs by crossid 2. sum this pairs by dateid and divide on number of observations in every dateid and if I not...
- Thu Nov 07, 2013 2:46 am
- Forum: Estimation
- Topic: Weighted Statistics in pooled model
- Replies: 21
- Views: 14904
Re: Weighted Statistics in pooled model
my algorithm: 1. Create equation eq0.ls y c x and take Residual of this model 2. Create matrix on main diagonal: @sumsby(resid*resid,dateid)/@obsby(resid01,dateid) not on diagonal: 1. multiply resid with following pairs by crossid 2. sum whis pairs by dateid and divide on number of observations in e...
- Wed Nov 06, 2013 6:23 am
- Forum: Estimation
- Topic: Weighted Statistics in pooled model
- Replies: 21
- Views: 14904
Re: Weighted Statistics in pooled model
And EViews wf
- Wed Nov 06, 2013 6:22 am
- Forum: Estimation
- Topic: Weighted Statistics in pooled model
- Replies: 21
- Views: 14904
Re: Weighted Statistics in pooled model
Thank you for your answer. It was very helpful. But, if I apply this algoritm for Periodic Sur my "by hand" result would not be equivalent to EViews. May be I must use another algorithm to get Weighted? May be you know how to get Weighted in Eviews by function, or could you show me where i...
- Wed Oct 30, 2013 11:34 pm
- Forum: Estimation
- Topic: Weighted Statistics in pooled model
- Replies: 21
- Views: 14904
Weighted Statistics in pooled model
Hello I don’t understand how do you calculate weighted SSR in Pooled Model with Weighted (Cross Section Weights). It doesn’t fit the value I’ve got by hand. Besides, weighted DW is calculated using SSR, that I’ve get, not yours. Is it a mistake in formulas? The same problem is for weighted stats: me...
- Mon Aug 19, 2013 10:34 pm
- Forum: Econometric Discussions
- Topic: Forecast standart error
- Replies: 0
- Views: 1698
Forecast standart error
Hello all EViews users I have a big problem with using of uncertainty coefficient in forecast SE Calc in model y x ar(1). I have a formula SE_forec_un(t)=(SE_forec^2+xt*covar*xt')^0.5, but this formula works correctly only in regression like y x. May be you can help me and give me some information a...
- Fri Aug 16, 2013 12:13 am
- Forum: Econometric Discussions
- Topic: Forecast standart error
- Replies: 0
- Views: 1666
Forecast standart error
Hello all EViews users I have a big problem with using of uncertainty coefficient in forecast SE Calc in model y x ar(1). I have a formula SE_forec_un(t)=(SE_forec^2+xt*covar*xt')^0.5, but this formula works correctly only in regression like y x. May be you can help me and give me some information a...
- Sun Mar 24, 2013 11:03 pm
- Forum: Econometric Discussions
- Topic: Remsey reset test and number of fitted terms
- Replies: 0
- Views: 2367
Remsey reset test and number of fitted terms
How did you difine number of fitted terms?