EqBootstrap (bootstrap standard errors)

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EViews Gareth
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Re: EqBootstrap (bootstrap standard errors)

Postby EViews Gareth » Mon Dec 09, 2013 8:34 am

No add-ins work with the student version. No, this add-in does not bootstrap impulse responses.
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kamya
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Re: EqBootstrap (bootstrap standard errors)

Postby kamya » Tue Mar 11, 2014 8:10 am

I am trying to install the Add-In in Eviews but it is not working.
What is the procedure for this?

EViews Gareth
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Re: EqBootstrap (bootstrap standard errors)

Postby EViews Gareth » Tue Mar 11, 2014 3:51 pm

Same with all add-ins. Select it from the list, and hit the install button.
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pence5
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Re: EqBootstrap (bootstrap standard errors)

Postby pence5 » Fri Apr 11, 2014 8:43 am

Hi,

- Is it appropriate to use this on time-series data?

- Is there a way to save the bootstrapped standard errors in a vector so that I can then use them in later calculations (without going into the results table and manually copying the bootstrapped standard errors into a vector myself)?

(I am using Eviews 7.2)

Thanks in advance for your assistance!

dagfinnrime
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Re: EqBootstrap (bootstrap standard errors)

Postby dagfinnrime » Wed Jul 02, 2014 6:08 am

How do I get access to the bootstrap-results? Since it's not stored, using eg. equation.@tstats(2) won't work.

I tried the following, and it didn't work.

Code: Select all

freeze(mode=overwrite,_temptab2) _tmpeq.eqbootstrap(bs=5000,se,res)


It runs the bootstrap and show me the results in the equation window. But seems I have to manually freeze the output.

Thanks in advance,
Dagfinn

EViews Gareth
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Re: EqBootstrap (bootstrap standard errors)

Postby EViews Gareth » Wed Jul 02, 2014 7:32 am

You'll have to modify the add-in to store the table of results somewhere. Actually, there's probably a line at the bottom of the add-in that deletes the output table after displaying it in the current equation. Just remove that line.
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alireza67
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Re: EqBootstrap (bootstrap standard errors)

Postby alireza67 » Mon Jul 07, 2014 1:07 am

Hello,
I have faced a problem with bootstrapping. There are a number of outcomes one at a time when I try to do Bootstrapping using Add-ins --> Bootstrap Coefficients. One outcome is that I receive an error saying "Procedure can only be run from equation estimated by list".

But sometimes I can open the bootstrap window and after clicking on Bootstrap Coefficients, and choosing the "Resample Residual" option and setting the number of repetitions to say (10000), I will be prompted to the estimate equation window with this specification (_yres01 fx ipi market c), and it keeps estimating anytime i press the OK button.

I remember there was another outcome as well, which after choosing the "Resample Residual" and setting number of repetitions, the analysis was performed only at one time, where there was only one estimation output.

I would be very grateful if you could help me out how I can deal with this problem and what each of these three outcomes mean. I am using Eviews 8. Thank you

EViews Gareth
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Re: EqBootstrap (bootstrap standard errors)

Postby EViews Gareth » Mon Jul 07, 2014 8:19 am

The first issue is caused by the fact that the add-in only supports equations estimated by list. If you've estimated an equation by expression, it won't work.

We'd have to see examples of the other two.
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alireza67
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Re: EqBootstrap (bootstrap standard errors)

Postby alireza67 » Sun Jul 13, 2014 8:04 pm

The first issue is still an issue for me. Im sorry but I need a clarification. Estimating the equation by list is simply highlighting the dependent followed by independent variables, and then right click --> open --> as equation, right? I actually did so and yet i receive the same error.

EViews Gareth
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Re: EqBootstrap (bootstrap standard errors)

Postby EViews Gareth » Sun Jul 13, 2014 10:39 pm

We'd have to see it then.
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fineco1984
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Re: EqBootstrap (bootstrap standard errors)

Postby fineco1984 » Fri Oct 31, 2014 10:02 am

EViews Gareth wrote:You'll have to modify the add-in to store the table of results somewhere. Actually, there's probably a line at the bottom of the add-in that deletes the output table after displaying it in the current equation. Just remove that line.


Could you please be more specific on that. I have the same problem: I need the results of the coefficients and the corresponding standard errors. I was able to change the add-in, so that i get a vector of all bootstrapped coefficients. But how can I get the corresponding standard errors in a vector?

Thanks in advance!

EViews Gareth
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Re: EqBootstrap (bootstrap standard errors)

Postby EViews Gareth » Fri Oct 31, 2014 10:13 am

They're stored in the matrix {%cov}. That matrix gets deleted at the end of the bootstrap.prg file. Just remove the entry that deletes it.
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fineco1984
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Re: EqBootstrap (bootstrap standard errors)

Postby fineco1984 » Mon Nov 03, 2014 5:35 am

Thanks for your answer!

But still there is an open question:

If i delete {%cov} at the end, I get the covariance matrix of the centered equation of all bootstrapped coefficients. So just the variance for one coefficient.

Is it anyhow possible to get all standard errors of all 10.000 bootstrapped coefficients? I have the 10.000 bootstrapped coefficients in a vector and i want to calculate the distribution of all the t-values of these 10.000 coeffcients.

EViews Gareth
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Re: EqBootstrap (bootstrap standard errors)

Postby EViews Gareth » Mon Nov 03, 2014 7:28 am

No.
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