Search found 15 matches

by Dennis
Sun Dec 17, 2017 8:01 am
Forum: Programming
Topic: R Integration
Replies: 0
Views: 18

R Integration

I tried the R Connector in Eviews 10, and it worked seamlessly. The Help file shows how to use XGET to bring coefficients into an Eviews workfile, and that also worked fine. However, I don't know how to bring other parts of R output into Eviews (e.g., std errors of coefs, t-stats, p-values). Is it p...
by Dennis
Wed Jun 14, 2017 2:19 pm
Forum: Suggestions and Requests
Topic: Marginal Effects for Binary Logit and Probit
Replies: 0
Views: 375

Marginal Effects for Binary Logit and Probit

It would be very helpful if the dropdown menu for binary logit and probit would provide an option to view the marginal effects evaluated at the means of the variables.
by Dennis
Thu Oct 13, 2016 1:27 pm
Forum: Bug Reports
Topic: Possible Bug in Model Simulation
Replies: 9
Views: 1193

Re: Possible Bug in Model Simulation

Thank you both. I really appreciate the help!
by Dennis
Thu Oct 13, 2016 11:27 am
Forum: Bug Reports
Topic: Possible Bug in Model Simulation
Replies: 9
Views: 1193

Re: Possible Bug in Model Simulation

I understand. Is there a workaround? If I use @identity r1=rnd I get an error message: "Matrix or vector given non positive dimension" It may help if I provide more background. In an earlier post on simulating from a discrete distribution, a contributor named Glenn responded to my post and...
by Dennis
Thu Oct 13, 2016 10:35 am
Forum: Bug Reports
Topic: Possible Bug in Model Simulation
Replies: 9
Views: 1193

Re: Possible Bug in Model Simulation

Could you elaborate Gareth. I've read the discussion of simulation in the help file and may not be understanding how the simulation works. I thought the simulation of r1=rnd in a model object would draw 1,000 observations from the [0,1] uniform distribution and then compute the confidence bounds fro...
by Dennis
Thu Oct 13, 2016 8:08 am
Forum: Bug Reports
Topic: Possible Bug in Model Simulation
Replies: 9
Views: 1193

Possible Bug in Model Simulation

When doing stochastic simulation in a model, I find that the confidence bounds are too wide. Here are two examples: If I simulate from the uniform distribution using the following: r1=rnd I obtain 90% confidence bounds that are outside of the support of the distribution. The simulated bounds are app...
by Dennis
Sat Oct 08, 2016 9:13 am
Forum: Programming
Topic: Simulation Confidence Bounds
Replies: 0
Views: 1150

Simulation Confidence Bounds

I am Using Eviews 9.I have a simulation model that is giving puzzling results. The problem seems to trace to random number generation. To investigate, I created a Model with the following single line: r1=rnd I then did a stochastic simulation requesting 90% confidence bounds for r1. Rounded off to t...
by Dennis
Thu Aug 11, 2016 11:38 am
Forum: Programming
Topic: Sampling From Discrete Distribution
Replies: 6
Views: 708

Re: Sampling From Discrete Distribution

Looks good. Thanks Glenn.
by Dennis
Tue Aug 09, 2016 12:01 pm
Forum: Programming
Topic: Sampling From Discrete Distribution
Replies: 6
Views: 708

Re: Sampling From Discrete Distribution

I thought that might be the case. Thanks Gareth for the quick turnaround on this.
by Dennis
Tue Aug 09, 2016 11:30 am
Forum: Programming
Topic: Sampling From Discrete Distribution
Replies: 6
Views: 708

Re: Sampling From Discrete Distribution

I have a Model in which a random variable takes on a discrete set of possible outcomes. In the example that I posted, there are five possible outcomes (8,10,15,17,22). The probabilities of these five outcomes are respectively (.2, .1, .25, .17, and .28). I'll call these outcome and probability vecto...
by Dennis
Tue Aug 09, 2016 8:47 am
Forum: Programming
Topic: Sampling From Discrete Distribution
Replies: 6
Views: 708

Sampling From Discrete Distribution

In need a function that can be used in a model simulation to sample from a discrete distribution. I have written code that draws a uniform random number that determines which discrete outcome is chosen, but I don't know how to incorporate this code into a model. The code is given below. Vector yval ...
by Dennis
Wed Jan 15, 2014 2:45 pm
Forum: Programming
Topic: Programming GMM
Replies: 1
Views: 655

Programming GMM

We have a relatively complex GMM system. We would like to define variables in the GMM system that are then subsequently used in the GMM orthogonality conditions. For example, we would like to define a variable that is a function of parameters and data series. Then we would like to use that variable ...
by Dennis
Fri Jul 20, 2012 11:11 am
Forum: Estimation
Topic: Nonlinear least squares with many coefficients
Replies: 2
Views: 872

Nonlinear least squares with many coefficients

I am analyzing a nonlinear least squares model with 50,000 observations. I have estimated a model that includes 200 fixed effects as well as about 10 coefficients that enter nonlinearly. I want to extend this model to include approximately 1,000 fixed effects. I wrote the code to do this, but it app...
by Dennis
Fri Feb 10, 2012 11:32 am
Forum: Data Manipulation
Topic: Prediction Interval Bounds
Replies: 1
Views: 1795

Prediction Interval Bounds

When doing a prediction interval for a forecast, is it possible to have the prediction bounds from the forecast graph saved as variables in the workfile?
by Dennis
Sat Dec 17, 2011 8:23 am
Forum: Data Manipulation
Topic: Retrieving Parameters with quantile-quanitle plot
Replies: 1
Views: 550

Retrieving Parameters with quantile-quanitle plot

When graphing a quantile-quantile plot, is it possible to retrieve the estimated parameters and standard errors of the chosen distribution? For example, if I obtain a QQ plot invoking the t-distribution, can I retrieve the parameters and standard errors of the estimated t-distribution?

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