Search found 13 matches

by mbeckr18
Wed Dec 12, 2018 6:05 am
Forum: Estimation
Topic: Significance of Factor Loadings
Replies: 0
Views: 1928

Significance of Factor Loadings

Hi,

I performed a standard factor analysis (17 variables, n=177) using ML. I am now asked to indicate which of my factor loadings are significant. Is there a way to determine the significance levels of the factor loadings with eviews.

Thank you very much.
by mbeckr18
Tue Sep 25, 2018 7:09 am
Forum: Estimation
Topic: PCA- Distribution of the Components
Replies: 0
Views: 3362

PCA- Distribution of the Components

Hi, I have estimated a principal component analysis (PCA) with VARIMAX rotation. Now I want to imitate the results (in Gauss) using Bayesian methods. However, to compare the results of Baysian Factor Analysis and the PCA, I need to know what assumptions eviews is making about the distribution of the...
by mbeckr18
Fri Sep 01, 2017 12:08 pm
Forum: Programming
Topic: Generating a time series variable as a function of the other variables
Replies: 1
Views: 2450

Generating a time series variable as a function of the other variables

Hello, I am new to programming and I would need help with an equation. My goal is to generate a new series (variable) for my time-series dataset. My dataset consists of 17 variables and 200 weeks. The new series (diss) should represent the absolute difference between all my variables in week t and t...
by mbeckr18
Tue Dec 15, 2015 3:35 am
Forum: Estimation
Topic: Factor Analysis with Dichotomous and Continuous Variables
Replies: 2
Views: 3186

Factor Analysis with Dichotomous and Continuous Variables

Hello,

I am trying to conduct a factor analysis with dichtomous and continuous variables to reduce the total number of variables. I understood that this is possible with R but can you also perform this analysis using Eviews?
I would appreciate your help very much! Thank you :)
by mbeckr18
Wed Jan 21, 2015 7:58 am
Forum: Estimation
Topic: Brand specific random effect
Replies: 1
Views: 2216

Brand specific random effect

Dear all, I am wondering whether and how I can integrate brand specific random effects in my regression with cross- sectional data. My dataset consists of 340 observations (y) that belong to 70 brands. Observations per brand range from 1 to 20. My main goal is to explain y by a number of independent...
by mbeckr18
Tue Nov 18, 2014 2:14 pm
Forum: Programming
Topic: Store Covariance Matrix with actual variable name
Replies: 2
Views: 2553

Re: Store Covariance Matrix with actual variable name

Great, thank you so much :)
by mbeckr18
Tue Nov 18, 2014 12:44 pm
Forum: Programming
Topic: Store Covariance Matrix with actual variable name
Replies: 2
Views: 2553

Store Covariance Matrix with actual variable name

Hi, I am currently trying to write a programm that directly saves the covariance matrices for a number of equations. However, I do not manage to display a covariance matrix that displays the actual variable names (instead the variables are numbered such as r1,r2 etc). Is there any way that I can aut...
by mbeckr18
Fri Apr 04, 2014 5:26 am
Forum: Econometric Discussions
Topic: 3 SLS and R^2
Replies: 1
Views: 2285

3 SLS and R^2

Dear Glenn or Gareth, I am currently estimating a 3 SLS model using a system. Looking at the provided R^2 statistics my R^2 dropped significantly compared to the resutls of the simple OLS regression (from 89% to 29%). I guess this might be due to the (possibly weak) instrumental variables I used. Is...
by mbeckr18
Thu Mar 27, 2014 9:05 am
Forum: Estimation
Topic: Weighting Types
Replies: 3
Views: 5062

Weighting Types

Hello, I am currently trying to run a WLS regression. For the weight series I like to use the according t-statistics. However, I am unsure which weighting type I should use in this case: the "inverse variance" or the "inverse std. dev.". Could you explain what the different weigh...
by mbeckr18
Tue Oct 29, 2013 7:34 am
Forum: Econometric Discussions
Topic: Lag Dependent in Fixed Effects model
Replies: 0
Views: 1674

Lag Dependent in Fixed Effects model

Hi there, I am quite new to eviews/ economic analysis and I have been trying to estimate a model for my thesis. I got a panel structure with 14 cross-sections and 148 time periods (weekly data) per cross-section (N=14, t=148). My dependent variable is the log of sales which should be explained by th...
by mbeckr18
Mon Oct 28, 2013 12:23 pm
Forum: Estimation
Topic: Random Effect model
Replies: 4
Views: 3966

Re: Random Effect model

Thank you that is very helpful!
by mbeckr18
Mon Oct 28, 2013 11:45 am
Forum: Estimation
Topic: Random Effect model
Replies: 4
Views: 3966

Re: Random Effect model

Thank you very much for your answer.But I am still a bit confused. I got 14 cross-sections and 148 datapoints (145 when including lags). So I am wondering how is it possible that I have too little corss-sections? Thank you again for your help! :)
by mbeckr18
Mon Oct 28, 2013 10:49 am
Forum: Estimation
Topic: Random Effect model
Replies: 4
Views: 3966

Random Effect model

Hello, I try to estimate a random effects model with 17 independent variables using Eviews 8. However, when I try to run the model the following error message pops up "Random effects estimation requires number of cross sections -> number of coef. for between estimator for estimate of RE innovat...

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