Search found 2591 matches

by EViews Glenn
Fri Feb 06, 2009 2:21 pm
Forum: EViews 5 and Earlier
Topic: Different results with EViews5 and STATA
Replies: 11
Views: 15660

Re: Different results with EViews5 and STATA

Most probably a d.f. correction issue. Can you send your workfile to support@eviews.com.

We might not get a chance to look at it until next week as there are quite a few things going on right now, but we'll see if we can take a look.
by EViews Glenn
Thu Feb 05, 2009 10:23 am
Forum: EViews 5 and Earlier
Topic: Extreme Value Theory
Replies: 2
Views: 3036

Re: Extreme Value Theory

The first part of this request is somewhat broad and difficult to answer. EViews does not have tools designed specifically for perform extreme value theory analysis, but does have tools that are relevant. Extreme value theory is not something I've had a lot of experience with, but my brief look at a...
by EViews Glenn
Thu Feb 05, 2009 9:46 am
Forum: EViews 5 and Earlier
Topic: Different results with EViews5 and STATA
Replies: 11
Views: 15660

Re: Different results with EViews5 and STATA

Not being familiar with the Stata Levinlin package I can't say for certain, but given the relative simplicity of Levin-Lin-Chu, I would guess that it has to do with differences in degree-of-freedom corrections for the variances used in the ADFs. This isn't a theoretical difference, but rather a prac...
by EViews Glenn
Tue Feb 03, 2009 10:18 am
Forum: Estimation
Topic: Ordered probit model
Replies: 16
Views: 18327

Re: Ordered probit model

FIrst off, what version of EViews are you using and what's the build-date (Help/About EViews)? I know that we've made some improvements in the automatic determination of starting values in recent versions of EViews that may help. Apart from that, there is an option in estimation to use the starting ...
by EViews Glenn
Mon Feb 02, 2009 10:24 am
Forum: Data Manipulation
Topic: Create series for multinomial logit
Replies: 2
Views: 2170

Re: Create series for multinomial logit

Another method:

Code: Select all

x.classify(method=limits, rightclosed) 0 2.5 7.5 @ y

The one issue here is that the encoding will start from 1 instead of 0. You can, using the same proc, define value maps for the encoding which will be attached to the resulting series.
by EViews Glenn
Mon Feb 02, 2009 10:17 am
Forum: Installation and Registration
Topic: Where to find Chap 1 sample files
Replies: 2
Views: 3997

Re: Where to find Chap 1 sample files

Just to clarify. The book to which the poster is referring is the "EViews Illustrated" book by Richard Startz, not the EViews 6 manuals themselves. That said, the data should be in the EViews6 installation folder in a folder named "EViews Illustrated Data," if, on installation of...
by EViews Glenn
Fri Jan 30, 2009 3:44 pm
Forum: Programming
Topic: Principal Components Analysis
Replies: 26
Views: 14765

Re: Principal Components Analysis

There's an option when you run programs to continue even if you get errors up to a maximum number...It's set at 1 by default, make it bigger.
by EViews Glenn
Fri Jan 30, 2009 11:41 am
Forum: Programming
Topic: Principal Components Analysis
Replies: 26
Views: 14765

Re: Principal Components Analysis

The post I wrote yesterday does the pcomp for a each firm across all years. As I mentioned then, you are still going to have trouble since for some cross-sections, you have very little data (e.g., firm 1 only had 4 usable observations, with some variables having zero variance to boot). And once agai...
by EViews Glenn
Fri Jan 30, 2009 10:23 am
Forum: Programming
Topic: Principal Components Analysis
Replies: 26
Views: 14765

Re: Principal Components Analysis

You write that you want to perform the following The programme needs to 1) select these 22 accounting measures for the 1st firm and for the 1st year and to run principal component analysis. For those data which I have in my workfile called local, the 1st firm does not have any data until 2002. So ef...
by EViews Glenn
Thu Jan 29, 2009 5:23 pm
Forum: Programming
Topic: Principal Components Analysis
Replies: 26
Views: 14765

Re: Principal Components Analysis

I still don't understand what you are trying to do here... However, when you mentioned “[The sample condition that you provided will result in exactly one observation being kept. Clearly you can't run a principal components procedure for one data point.]”, I know that I haven’t clearly explained wha...
by EViews Glenn
Thu Jan 29, 2009 12:15 pm
Forum: Programming
Topic: Principal Components Analysis
Replies: 26
Views: 14765

Re: Principal Components Analysis

If I'd looked a bit more carefully at the program I wouldn't have had to have to send the workfile (though as you'll see below it was useful for me to have). The problem in the program is that your IF condition is never true. You are performing a series boolean test: If crossid=!firm and year=1988.0...
by EViews Glenn
Wed Jan 28, 2009 4:10 pm
Forum: Programming
Topic: Principal Components Analysis
Replies: 26
Views: 14765

Re: Principal Components Analysis

I’m not so sure about what do you mean by “I'm not certain that you're going to want to print the output inside the loop”. I simply need to save and print 2 files. The format of the file does not matter (Well, if I can get the file in Excel format it will be a plus). The 1st file shows the results ...
by EViews Glenn
Wed Jan 28, 2009 1:11 pm
Forum: Programming
Topic: Principal Components Analysis
Replies: 26
Views: 14765

Re: Principal Components Analysis

There are a number of problems with your program. The most important thing is that you need to be quite clear about where the outputs from the original program are stored. The pcomp and makepcomp routines allow you to save the eigenvalues and eigenvectors as well as the components into EViews object...
by EViews Glenn
Wed Jan 28, 2009 12:14 pm
Forum: Data Manipulation
Topic: Correlation Matrix with pooled data ...
Replies: 2
Views: 6349

Re: Correlation Matrix with pooled data ...

Perhaps it's just me, but I'm not quite certain exactly what your setup is. From my reading, you have 285 cross-sections and 67 time periods. That defines your pool structure. The pool is just a collection of cross-section identifiers. Presumably, for a pool (say POOL01), you'll have 285 cross-secti...
by EViews Glenn
Mon Jan 26, 2009 11:54 am
Forum: Estimation
Topic: Kalman Filter and State Space Definition
Replies: 1
Views: 5626

Re: Kalman Filter and State Space Definition

The error message pretty much says it all. The moment matrix used to compute the covariance is singular at the coefficient estimates you have. As with multicollinearity in regression analysis, this could mean a number of things. Often in state space estimation it means that the model that you have p...

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