Sort regression output

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

chris_cl
Posts: 5
Joined: Tue Nov 27, 2018 2:18 am

Sort regression output

Postby chris_cl » Tue Dec 04, 2018 7:59 am

I use the

Code: Select all

dummy*@expand(@year*@month,@dropfirst)
command to interact a dummy with a bunch of time dummies. I was wondering if there is any way to sort the regression output without coping everything to Excel? Eviews sorts the output according to the product of @month*year which is rather useless if I want to analyze the coefficients over time.

chris_cl
Posts: 5
Joined: Tue Nov 27, 2018 2:18 am

Re: Sort regression output

Postby chris_cl » Thu Dec 06, 2018 3:43 am

Some feedback would be great.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 11912
Joined: Tue Sep 16, 2008 5:38 pm

Re: Sort regression output

Postby EViews Gareth » Thu Dec 06, 2018 8:22 am

There's nothing built in.

You could freeze the output into a table and then sort the table, but to be honest you're probably best off just creating the dummies yourself and putting them in whichever order you want.
Follow us on Twitter @IHSEViews

chris_cl
Posts: 5
Joined: Tue Nov 27, 2018 2:18 am

Re: Sort regression output

Postby chris_cl » Mon Dec 10, 2018 3:16 am

Quick follow up on this one:

How can I specify a specific period instead of the first one? This

Code: Select all

@expand(@month*@year,@drop(@month*@year={number}))

command produces the near singular matrix problem, it works fine if I use @dropfirst instead.{number} is the value of the product of @month*@year, e.g. {number]=2010 in 2010M01.

chris_cl
Posts: 5
Joined: Tue Nov 27, 2018 2:18 am

Re: Sort regression output

Postby chris_cl » Tue Dec 11, 2018 1:20 am

As suggested, I created a dummy series for each period. However, now I cannot simply use something like

Code: Select all

time_fe*dummy


Is it really necessary to write a program to get the the interaction?

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 11912
Joined: Tue Sep 16, 2008 5:38 pm

Re: Sort regression output

Postby EViews Gareth » Tue Dec 11, 2018 8:50 am

I'm not entirely sure I understand the issue. If time_fe is a series, and dummy is a series, why can't you multiply them?
Follow us on Twitter @IHSEViews


Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 13 guests