## Search found 2617 matches

Thu May 31, 2018 11:12 am
Forum: Estimation
Topic: State Space - Prediction Intervals?
Replies: 1
Views: 692

### Re: State Space - Prediction Intervals?

You can request the forecast standard errors and construct intervals from those.
Thu May 31, 2018 11:09 am
Forum: Data Manipulation
Topic: outliers in a scatterplot
Replies: 1
Views: 1126

### Re: outliers in a scatterplot

If you are okay with a separate regression line for both the non-2008/2009 values and for the the 2008/2009 values, the easiest way to do this is to create new series that have missing data for subsections of the data. That is, create a series with just the 2008 and 2009 values, and a separate serie...
Thu May 31, 2018 11:03 am
Forum: Data Manipulation
Topic: Creating New Standard Deviation Variable For Each Cross Section in a Panel Dataset
Replies: 1
Views: 1047

### Re: Creating New Standard Deviation Variable For Each Cross Section in a Panel Dataset

Take a look at the by-stats functions:

http://www.eviews.com/help/helpintro.ht ... stics.html
Fri May 25, 2018 4:47 pm
Forum: Bug Reports
Topic: Cointegration Test gives wrong P-Value
Replies: 3
Views: 1567

### Re: Cointegration Test gives wrong P-Value

We've identified the issue. In the MacKinnon algorithm for the response surface, we have found that there are potential issues with the polynomial approximation to the response surface for extreme values. In this case, the statistic value is so out of bounds that the existing algorithm approximation...
Fri May 25, 2018 4:40 pm
Forum: Estimation
Topic: State space restrictions over the values of the state variable
Replies: 1
Views: 680

### Re: State space restrictions over the values of the state variable

I can't see an easy way to do that since we need linearity in the states.
Fri May 25, 2018 4:38 pm
Forum: Estimation
Topic: initial conditions in SSPACE
Replies: 4
Views: 1062

### Re: initial conditions in SSPACE

You can just set the values of the C vector outside of the object.
Thu May 24, 2018 10:51 am
Forum: Bug Reports
Topic: Unit Root test with structural break
Replies: 3
Views: 1697

### Re: Unit Root test with structural break

Sorry, the option was not documented. If you go into the dialog and run it with the additive outlier and look at the command capture, you'll see that the option is "type=ao", as in

Code: Select all

`dyuk.buroot(type=ao)`

Sorry for the inconvenience.
Mon May 21, 2018 10:47 am
Forum: Estimation
Topic: Ordered Logit Issue
Replies: 6
Views: 1364

### Re: Ordered Logit Issue

The 99% was a generic comment, not specific to your data (which I haven't seen). What I'd recommend is that you make a model from your equation and solve for the fitted probabilities and examine them. I do note that your 0 category is the least frequent, and though you most certainly have fitted pro...
Tue May 15, 2018 9:37 am
Forum: Bug Reports
Topic: Cointegration Test gives wrong P-Value
Replies: 3
Views: 1567

### Re: Cointegration Test gives wrong P-Value

Thanks. We will take a look.
Thu May 10, 2018 5:17 pm
Forum: Estimation
Topic: Ordered Logit Issue
Replies: 6
Views: 1364

### Re: Ordered Logit Issue

The model is what it is. If you have a better model, then you can use it instead. Adding explanatory variables may help, but that may lead to overfitting. And in a case where 99% of observations have the same response, there is not much that one case do. You may want to generate the individual respo...
Thu May 10, 2018 2:15 pm
Forum: Estimation
Topic: Ordered Logit Issue
Replies: 6
Views: 1364

### Re: Ordered Logit Issue

In this type of model it is certainly possible that the highest predicted probability never matches the actual realization. This problem becomes more acute the greater number of possible outcomes in the speicfication. In this case, the highest fitted probability is always for the dep=1 category, und...
Fri Apr 27, 2018 5:14 pm
Forum: Estimation
Topic: Clustered Standard Errors
Replies: 16
Views: 2392

### Re: Clustered Standard Errors

Bear in mind that the large sample properties of clustering-by-cross-section rely on lots of cross-sections, and the opposite for cluster-by-period. So your performance in allowing for between period correlation (clustering by cross-section) will be much better than in the other dimension. Intuitive...
Fri Apr 27, 2018 9:47 am
Forum: Estimation
Topic: Error Message in Hausman Test: Insufficient number of common coefficients to test
Replies: 3
Views: 896

### Re: Error Message in Hausman Test: Insufficient number of common coefficients to test

I can't say without seeing the data. You are welcome to post the data here.

All that I know is that we check the effective number of observations in the fixed effects estimator. Again, my guess is that you have variables that are non-time varying.
Fri Apr 27, 2018 9:29 am
Forum: Estimation
Topic: Clustered Standard Errors
Replies: 16
Views: 2392

### Re: Clustered Standard Errors

In a general clustering framework it is possible for there to be multiple observations in the crossed dimension. In the panel framework we disallow this, but I wanted to make certain that I understood your data. On the one-way covariance estimators, the naming convention is the opposite of what you ...
Tue Apr 24, 2018 5:20 pm
Forum: Estimation
Topic: Clustered Standard Errors
Replies: 16
Views: 2392

### Re: Clustered Standard Errors

It looks as though you have a single observation per period/cross-section. It also sounds as though you want to use the fixed effects tools. If you didn't need those, I would say that unstructuring the workfile and just estimating using the standard equation clustered standard errors would be the ea...