Non linear least squares for a system of equations

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sofiafi
Posts: 3
Joined: Wed May 01, 2019 7:19 am

Non linear least squares for a system of equations

Postby sofiafi » Wed Sep 11, 2019 1:20 am

Hi, I am new to Eviews and I am trying to estimate 3 parameters using 3 non linear equations. I clicked on Object -> System and specified the 3 equations as well as the initial values for the 3 parameters. However, after I click Estimate, there is no option for NLLS in the Estimation method. If I choose OLS will Eviews automatically run the NLLS method because the equations are nonlinear? Is there another way to estimate the 3 parameters using NLLS in Eviews?

Many thanks in advance.

EViews Gareth
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Re: Non linear least squares for a system of equations

Postby EViews Gareth » Wed Sep 11, 2019 1:45 am

EViews will automatically use Nlls
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sofiafi
Posts: 3
Joined: Wed May 01, 2019 7:19 am

Re: Non linear least squares for a system of equations

Postby sofiafi » Wed Sep 11, 2019 1:52 am

Thank you. When I click estimate I get an error message "no valid observations in equation".

EViews Gareth
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Re: Non linear least squares for a system of equations

Postby EViews Gareth » Wed Sep 11, 2019 1:59 am

Sounds like you have all NAs for data or at the initial parameter values
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sofiafi
Posts: 3
Joined: Wed May 01, 2019 7:19 am

Re: Non linear least squares for a system of equations

Postby sofiafi » Wed Sep 11, 2019 2:02 am

Do you mean NAs while estimating? Because there are no NAs in my data. How do I overcome this problem?

Thank you

EViews Gareth
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Re: Non linear least squares for a system of equations

Postby EViews Gareth » Wed Sep 11, 2019 5:15 am

Hard to say without the data and specification
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