Student Version

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senrabb
Posts: 4
Joined: Wed Feb 04, 2015 6:49 am

Student Version

Postby senrabb » Wed Feb 04, 2015 6:53 am

Just enquiring about the capabilities of the student version of EViews and want to know the specific limitations of the product.

I need to run a logistic regression testing the effect of many independent variables using max likelihood estimation. Will this product have any limitations to running this model?

Thanks.

EViews Gareth
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Re: Student Version

Postby EViews Gareth » Wed Feb 04, 2015 8:52 am

Define "many".
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startz
Non-normality and collinearity are NOT problems!
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Joined: Wed Sep 17, 2008 2:25 pm

Re: Student Version

Postby startz » Wed Feb 04, 2015 9:13 am


senrabb
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Joined: Wed Feb 04, 2015 6:49 am

Re: Student Version

Postby senrabb » Wed Feb 04, 2015 9:31 am

I have around 10-12 independents although I need to test all permutations of variables to specify the 'best' model recursively for over 250 data points using a max of 5 variables and a min of 2.

EViews Gareth
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Re: Student Version

Postby EViews Gareth » Wed Feb 04, 2015 9:38 am

10-12 independents is not many. 10,000 to 12,000 is many :)

Testing all the permutations will be tricky in the student version simply because the student version does not support programming. You'll have to do it all one at a time via the point and click interface.
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startz
Non-normality and collinearity are NOT problems!
Posts: 3775
Joined: Wed Sep 17, 2008 2:25 pm

Re: Student Version

Postby startz » Wed Feb 04, 2015 9:40 am

The student version doesn't support programming. That's going to make it hard to do what you want.

senrabb
Posts: 4
Joined: Wed Feb 04, 2015 6:49 am

Re: Student Version

Postby senrabb » Fri Feb 06, 2015 10:03 am

I have decided to just run one logit with 5 variables which has a pretty good McFadden stat and i have a question about running this logit recursively with a rolling window.

I have a 256 month data sample and am looking to run this model with a rolling window of 72 months to then test out of sample for 24 months recursively every month. I need to store the fitted values of the logit every month although the rolling regression add in doesn't allow me to. Do i have to write a program to store these? Is there anyway I can run this recursive model without programming as I have little experience at writing code?

EViews Gareth
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Re: Student Version

Postby EViews Gareth » Fri Feb 06, 2015 10:22 am

You will have to program. The programming forum has lots of examples. Again, though, you cannot use the student version for this.
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senrabb
Posts: 4
Joined: Wed Feb 04, 2015 6:49 am

Re: Student Version

Postby senrabb » Wed Feb 11, 2015 8:48 am

I am using the EViews demo. Will there be any limitations to running the recursive code? For example, I'm having immediate trouble loading certain workfiles I have saved onto the program window?

EViews Gareth
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Re: Student Version

Postby EViews Gareth » Wed Feb 11, 2015 8:57 am

You cannot run programs in the Student Version.
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