Calculating eigenvalues

For questions regarding the import, export and manipulation of data in EViews, including graphing and basic statistics.

Moderators: EViews Gareth, EViews Jason, EViews Steve, EViews Moderator

zelenaboja
Posts: 11
Joined: Wed Jan 25, 2017 9:59 am

Calculating eigenvalues

Postby zelenaboja » Wed Feb 08, 2017 11:19 am

Hi, can you tell me how should I obtain eigenvalues?
I am using table 2.1, I estimate equation
lnoutput c lncapital lnlabor
and I obtain these results
Image

Gujarati's books says that I should get maximum value of 187.5269 and the lowest eigenvalue of 3.786.

can you give me instructions how to get the mentioned eigenvalue numbers.
Thanks
Attachments
Table2_1.xls
(26 KiB) Downloaded 294 times

EViews Glenn
EViews Developer
Posts: 2671
Joined: Wed Oct 15, 2008 9:17 am

Re: Calculating eigenvalues

Postby EViews Glenn » Wed Feb 08, 2017 6:05 pm

Can you offer a full reference for the Gujarati result?

zelenaboja
Posts: 11
Joined: Wed Jan 25, 2017 9:59 am

Re: Calculating eigenvalues

Postby zelenaboja » Sat Feb 11, 2017 6:18 am

if you mean on the book name, it is Basic Econometrics, 5th international edition, page 358. I want to calculate condition number k, in order to check multicolinearity...
Image

it says, for the example in 7A.5....

startz
Non-normality and collinearity are NOT problems!
Posts: 3775
Joined: Wed Sep 17, 2008 2:25 pm

Re: Calculating eigenvalues

Postby startz » Sat Feb 11, 2017 9:29 am

As an aside, why do you want to check for multicollinearity?

zelenaboja
Posts: 11
Joined: Wed Jan 25, 2017 9:59 am

Re: Calculating eigenvalues

Postby zelenaboja » Sun Feb 12, 2017 2:25 am

in order just to learn how to use E-views..

startz
Non-normality and collinearity are NOT problems!
Posts: 3775
Joined: Wed Sep 17, 2008 2:25 pm

Re: Calculating eigenvalues

Postby startz » Sun Feb 12, 2017 7:53 am

Can't argue with that!

EViews Glenn
EViews Developer
Posts: 2671
Joined: Wed Oct 15, 2008 9:17 am

Re: Calculating eigenvalues

Postby EViews Glenn » Mon Feb 13, 2017 1:10 pm

We don't have Gujarati 5th edition here. Can you provide additional detail/data on App. 7A5.

zelenaboja
Posts: 11
Joined: Wed Jan 25, 2017 9:59 am

Re: Calculating eigenvalues

Postby zelenaboja » Wed Feb 15, 2017 12:21 pm

Sure. I have these two pages.. on the start there is a file. I want to obtain eigenvalues, in order to get k, which tells me about multicolinearity.

Image

Image

EViews Glenn
EViews Developer
Posts: 2671
Joined: Wed Oct 15, 2008 9:17 am

Re: Calculating eigenvalues

Postby EViews Glenn » Wed Feb 15, 2017 3:28 pm

I'm afraid I'm going to need more than that. I hunted around and couldn't find the data associated with this example.

Do you have the data that you used in the example? And a more complete description of the eigenvalue computation that you are trying to match?

[Edit: I didn't notice that the Excel file you posted matches the first columns of the data. The variable names are different between the two. So I can match the equation results, but that doesn't change the fact that I'm still not sure what eigenvalue calculation is being performed. ]


Return to “Data Manipulation”

Who is online

Users browsing this forum: No registered users and 15 guests