Search found 12 matches
- Fri Aug 07, 2009 5:12 am
- Forum: Estimation
- Topic: Non linear model estimations
- Replies: 5
- Views: 10919
Re: Non linear model estimations
By the way, does quantile regression regression handle non linear parameters?
- Fri Aug 07, 2009 5:08 am
- Forum: Estimation
- Topic: Non linear model estimations
- Replies: 5
- Views: 10919
Non linear model estimations
Hi! I have a data set that are non linear in the parameters. If I estimate this with LS regression, there is a way of handeling this problem by iteration. However, when I insert the regression line and take the tab "Options" , this tab is greyed out, and I cannot choose anything. Does this...
- Tue Aug 04, 2009 3:25 am
- Forum: Programming
- Topic: Industry dummy variables
- Replies: 3
- Views: 12046
Re: Industry dummy variables
Thanks, that worked! Now I managed to estimate an OLS regression with the dummy industry varaibles as control varaibles in my regression and got resonble results. This is how my regression line looked like: "Avgdivpercent c avgriskpercent avginvopp4 avgassets avgroa avgdebt avgcash avgceosallar...
- Fri Jul 31, 2009 4:11 am
- Forum: Data Manipulation
- Topic: Number of firms in my sample
- Replies: 1
- Views: 3512
Number of firms in my sample
Hi! I have a panel data set with 10 000 firms and data on each of them over 13 years. I have specified a workfile stucture as dated panel with annual frequency from 1994 to 2006, Cross section id series are the "PCID" number of each firm, and the date series is "YEARS". I have al...
- Mon Jul 20, 2009 4:46 am
- Forum: Programming
- Topic: Industry dummy variables
- Replies: 3
- Views: 12046
Industry dummy variables
Hi. I need help to create industry groups. I have a data set with different companies that I want to group into industry codes. So for example: One firm has the value 2, which is agriculture and hunting companies, another firm has the value 5 which is fishing companies, and another company with valu...
- Wed Jun 17, 2009 9:31 am
- Forum: Programming
- Topic: Outliers
- Replies: 5
- Views: 12282
Re: Outliers
So there isn't a way to generate a new group without the outliers? The reason I ask is because I first want to remove the outliers and then divide the data set into 4 quantiles and see the descriptive statistics of this. Isn't there a quote like this that removes outliers: genr assets = @recode (ass...
- Wed Jun 17, 2009 4:40 am
- Forum: Programming
- Topic: Outliers
- Replies: 5
- Views: 12282
Outliers
How do I remove outliers form a group of data? I would like to remove the 2,5 % lowest and 2,5 % highest observations within this datagroup and make a new group out of this data without the outliers. I have tried this quote, but it doesn't work: genr assets= @recode ( assets > @quantile ( assets, 0....
- Thu Jun 11, 2009 3:54 am
- Forum: Programming
- Topic: Sum of squares
- Replies: 1
- Views: 6813
Sum of squares
I have a question regarding "Sum sq.dev" that appears when making the descriptive statistics table for subgroups. Is this the same as "sum of squares" (Sum(x-x(mean))^2)?
- Tue Jun 09, 2009 7:21 am
- Forum: Estimation
- Topic: Sorting groups after quantiles
- Replies: 8
- Views: 7900
Re: Sorting groups after quantiles
If I perform this command [smpl if x<@quantile(x,.25)] I get the 0% - 25 % smallest observation for this group. If I then want the 25% - 50% smallest observations within this same group, how do I do that? If I use the qutoe: [smpl if x<@quantile (x,.5)] I get the 0% - 50% smallest observations, but ...
- Fri May 08, 2009 10:55 pm
- Forum: Estimation
- Topic: Sorting groups after quantiles
- Replies: 8
- Views: 7900
Re: Sorting groups after quantiles
I think it is the firm specific quantiles within the asset group I want, as I want to look at the features like debt level, dividendlevel... etc within the first quantile (of observations) within the asset group. The compare it to the second, third and fourth quantile (of observations) within the as...
- Thu May 07, 2009 10:47 am
- Forum: Estimation
- Topic: Sorting groups after quantiles
- Replies: 8
- Views: 7900
Re: Sorting groups after quantiles
Ok. So I have a data set containing information on 10.000 firms over items like "assets", "debt", "net income, "dividend"... etc reported from 1994 - 2006 for each firm: Example: Yr Comp Assets Debt NetIncome Div ... 95 1 260 54 150 20 96 1 200 50 60 15 95 2 700 20...
- Thu May 07, 2009 3:30 am
- Forum: Estimation
- Topic: Sorting groups after quantiles
- Replies: 8
- Views: 7900
Sorting groups after quantiles
Hi.
I have a dated pandel data set that I have created several groups out of. I would like to sort all these groups for the 25% smalles observatings in Group 1, then I would like to sort for the next 25% in Group 1... etc. in accending order. How do I do this in Eviews?
Really thankful for all help!
I have a dated pandel data set that I have created several groups out of. I would like to sort all these groups for the 25% smalles observatings in Group 1, then I would like to sort for the next 25% in Group 1... etc. in accending order. How do I do this in Eviews?
Really thankful for all help!