Search found 2621 matches

by EViews Glenn
Thu Nov 20, 2008 11:27 am
Forum: EViews 5 and Earlier
Topic: HELP: RANDOM EFFECTS
Replies: 3
Views: 4250

Re: HELP: RANDOM EFFECTS

To answer the original question...when you click on the Estimate button on your pool object, there is a dialog that contains a set of radio buttons which controls the intercept specification (None, Common, Fixed effects, Random effects). Select the last one, enter the rest of your specification, and...
by EViews Glenn
Mon Nov 17, 2008 10:23 am
Forum: Models
Topic: Forecasting with Models
Replies: 11
Views: 13337

Re: Forecasting with Models

I think he means that he wants to forecast outside of the workfile and needs to know whether he needs to expand the workfile and to add values for the observations for exogenous variables. The answer to those two questions (if indeed I'm interpreting correctly) is yes. All forecasing in EViews (whet...
by EViews Glenn
Thu Nov 06, 2008 10:31 am
Forum: Estimation
Topic: Marginal effects in Tobit Model
Replies: 41
Views: 19465

Re: Marginal effects in Tobit Model

That's a moderately complicated specification, especially since you have both continuous and discrete regressors. Even in the best of circumstances, the derivatives of the expected observed Y are a bit messy since you have to worry about (among other things) the derivative of the expected value of t...
by EViews Glenn
Thu Nov 06, 2008 6:59 am
Forum: Estimation
Topic: Pooled Regression
Replies: 15
Views: 9677

Re: Pooled Regression

You're combining two commands. The pool statement is used to declare a pool object and to define the cross-section identifiers. The ls is an estimation command used with a specific pool object. So your command tells EViews to declare a pool object E_X1 and specify the identifiers "?x1" &qu...
by EViews Glenn
Wed Nov 05, 2008 6:12 pm
Forum: Estimation
Topic: Marginal effects in Tobit Model
Replies: 41
Views: 19465

Re: Marginal effects in Tobit Model

There is nothing built-in. I'm assuming that you are interested in the derivatives of the conditional mean of the observed dependent, not the those of the latent dependent, since the latter are simply the beta coefficients. The calculations depend a lot on the particulars of your specification (dist...
by EViews Glenn
Fri Oct 31, 2008 2:59 pm
Forum: Data Manipulation
Topic: Reverse order of ordinally scaled variables
Replies: 8
Views: 5571

Re: Reverse order of ordinally scaled variables

I want to reverse the ranking order of some ordinal variables (some are 5 Likert-scales, some are 10 Likert-scales). To achieve this I recoded the values one after another, and it seems to work, though its quite awkward. Is there an easier solution for my problem? Assuming that the scaling goes fro...
by EViews Glenn
Wed Oct 29, 2008 9:12 am
Forum: Programming
Topic: Principal Component
Replies: 2
Views: 5488

Re: Principal Component

To perform this operation interactively, select the Proc/Make Principal Components entry from the group menu (see User's Guide I , p. 403) and fill out the resulting dialog. Simply choose your normalization method and enter a name for each component score series you wish to save (the first component...
by EViews Glenn
Tue Oct 28, 2008 12:01 pm
Forum: Estimation
Topic: Principal Components
Replies: 1
Views: 2073

Re: Principal Components

I did a princial components analysis on spread changes and would like to do a regression on the output (Eigenvectors) with 6 dummy variables. How can I do that in eviews? Before I answer, I just want to make certain you want to do these on the eigenvectors and not the scores. The latter are easier ...
by EViews Glenn
Thu Oct 23, 2008 3:10 pm
Forum: Programming
Topic: Deciles
Replies: 2
Views: 3124

Re: Deciles

I have series that contains "na"s and I am looking to find what decile each observation falls into. The series undated. Any help would be appreciated Here's an easier method...use the series "Proc/Generate by Classification". Choose Method = "Quantile Values" and enter...
by EViews Glenn
Mon Oct 20, 2008 10:25 am
Forum: Estimation
Topic: the cross section dependence (cd) test
Replies: 11
Views: 11249

Re: the cross section dependence (cd) test

My earlier post shows how to perform both the Breusch-Pagan test and the Pesaran CD test.
by EViews Glenn
Fri Oct 17, 2008 2:01 pm
Forum: Estimation
Topic: the cross section dependence (cd) test
Replies: 11
Views: 11249

Re: the cross section dependence (cd) test

how can I go through the cross section dependence (cd) test for panel data? The question is a bit vague, but I'm assuming that you mean the Pesaran (2004) CD test. There are two variants, an ordered (p) and non-ordered one. I'm only going to be discussing the non-ordered one here, but the extension...

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