Search found 3376 matches

by startz
Sat Sep 01, 2018 8:12 am
Forum: Estimation
Topic: Fixed Effects- Industry and Year
Replies: 17
Views: 372

Re: Fixed Effects- Industry and Year

38 industries should be no problem.
by startz
Fri Aug 31, 2018 7:20 pm
Forum: Estimation
Topic: Fixed Effects- Industry and Year
Replies: 17
Views: 372

Re: Fixed Effects- Industry and Year

You can use industry and time fixed effects at the same time. If you set up your panel to be annual by industry, then EViews will do this for you under estimation options. Alternatively, if you don't have too many industries you can just create your industry variable and then use @expand in the regr...
by startz
Wed Aug 29, 2018 11:07 am
Forum: Bug Reports
Topic: limited returns from FRED search
Replies: 2
Views: 102

Re: limited returns from FRED search

If it helps, search for the series name *tb*. Note that tb3ms doesn't show.
by startz
Wed Aug 29, 2018 10:00 am
Forum: Bug Reports
Topic: limited returns from FRED search
Replies: 2
Views: 102

limited returns from FRED search

It appears that searching the FRED database only returns the first 1,000 series in alphabetical order. If this is a bug, it ought to be fixed. If it is a FRED limit, then a warning should appear that there may be more series.
by startz
Tue Aug 28, 2018 9:12 am
Forum: Econometric Discussions
Topic: Interpretation OLS coefficient
Replies: 1
Views: 100

Re: Interpretation OLS coefficient

Yes.
by startz
Tue Aug 28, 2018 7:08 am
Forum: Econometric Discussions
Topic: ARMA equation
Replies: 1
Views: 72

Re: ARMA equation

AR terms refer to lags of the error term. In an equation with no error term, that's the same as lags of the dependent variable. Otherwise not.

The other difference is that by default EViews uses slightly different estimation techniques for AR than for lags. Generally, it makes very little difference.
by startz
Mon Aug 27, 2018 2:50 pm
Forum: Estimation
Topic: Regression Analysis
Replies: 6
Views: 207

Re: Regression Analysis

You probably want to make two different workfile pages and then link them by company name. A place to get started is http://www.eviews.com/help/helpintro.html#page/content/links-Basic_Link_Concepts.html
by startz
Tue Aug 21, 2018 9:40 am
Forum: Suggestions and Requests
Topic: Chart number of digits on y-axis
Replies: 3
Views: 417

Re: Chart number of digits on y-axis

If you are worried about computer precision, which is a reasonable thing to worry about, perhaps apply @round() before graphing.
by startz
Tue Aug 21, 2018 8:39 am
Forum: Data Manipulation
Topic: Count value in a series with some condition
Replies: 3
Views: 186

Re: Count value in a series with some condition

If what you meant was separate counts for each household, something like

Code: Select all

smpl if age>60
count = @obsby(householdID,householdid)
by startz
Mon Aug 13, 2018 8:42 am
Forum: Estimation
Topic: logit standard error
Replies: 3
Views: 247

Re: logit standard error

I think you've done everything correctly. But you may be misinterpreting significance.

Suppose c(1) is almost exactly zero, so not "significant." Then

1/(1+exp(c(1))) = 1/(1+e^0)=1/(1+1) = 0.5

which is significantly different from zero.
by startz
Thu Aug 09, 2018 5:37 am
Forum: Estimation
Topic: Functional form in Box estimation
Replies: 2
Views: 134

Re: Functional form in Box estimation

Code: Select all

Y = (X^c(1))*(Z^c(2))
by startz
Fri Aug 03, 2018 12:22 am
Forum: Data Manipulation
Topic: Marginal effects multinomial logit model
Replies: 7
Views: 841

Re: Marginal effects multinomial logit model

E-11 is scientific notation for times 10 to the minus eleventh power. It is not an error.
by startz
Tue Jul 31, 2018 10:16 am
Forum: Estimation
Topic: logit standard error
Replies: 3
Views: 247

Re: logit standard error

It’s a touch messy. Basically var(f(b)) = f’(b)var(b)f’(b), where f’ means first derivative.

Probably the easiest way to get the standard error is to look under coefficient,views,wald test and test

Code: Select all

1/(1+exp(c(1)))=0
by startz
Fri Jul 27, 2018 1:26 am
Forum: Estimation
Topic: Problem in Automatical ARIMA Forecasting
Replies: 19
Views: 5264

Re: Problem in Automatical ARIMA Forecasting

Forecast them.
by startz
Tue Jul 24, 2018 8:04 pm
Forum: Programming
Topic: Program to run with existing workfile
Replies: 12
Views: 349

Re: Program to run with existing workfile

I am not shying from doing work, I am having a difficult time trying to find the instructions that tell the program to select an equation from an open workfile, change a given variable and then evaluate the equation for a given number of times and then store the SSR, similar to your example storing...

Go to advanced search