Switching regression Problem
Moderators: EViews Gareth, EViews Moderator

 Fe ddaethom, fe welon, fe amcangyfrifon
 Posts: 11901
 Joined: Tue Sep 16, 2008 5:38 pm
Re: Switching regression Problem
Because you don't have a clear understanding of how the estimation works, what the options for estimation are, or how to read the output given by the estimation.
We always recommend users only use features for which they have a good understanding of the underlying theories and/or have read and understood the manual.
We always recommend users only use features for which they have a good understanding of the underlying theories and/or have read and understood the manual.
Follow us on Twitter @IHSEViews

 Posts: 63
 Joined: Sat Jun 06, 2015 11:48 am
Re: Switching regression Problem
ok, so you're telling me that: even if I always use the same dataset in sample, is it normal for the model to return a different in sample result every time?

 Fe ddaethom, fe welon, fe amcangyfrifon
 Posts: 11901
 Joined: Tue Sep 16, 2008 5:38 pm
Re: Switching regression Problem
If you use random starting values, and your estimation doesn't converge, yes. By definition.
Follow us on Twitter @IHSEViews

 Posts: 63
 Joined: Sat Jun 06, 2015 11:48 am
Re: Switching regression Problem
Because does the model, by construction, use random data regardless of the in sample dataset?

 Fe ddaethom, fe welon, fe amcangyfrifon
 Posts: 11901
 Joined: Tue Sep 16, 2008 5:38 pm
Switching regression Problem
No, you told it to use random starting values.
Follow us on Twitter @IHSEViews

 Posts: 63
 Joined: Sat Jun 06, 2015 11:48 am
Re: Switching regression Problem
Excuse me, what do you mean by random starting values?

 Fe ddaethom, fe welon, fe amcangyfrifon
 Posts: 11901
 Joined: Tue Sep 16, 2008 5:38 pm
Re: Switching regression Problem
EViews Gareth wrote:
We always recommend users only use features for which they have a good understanding of the underlying theories and/or have read and understood the manual.
Follow us on Twitter @IHSEViews

 Posts: 63
 Joined: Sat Jun 06, 2015 11:48 am
Re: Switching regression Problem
If I estimate a model and save the equation at this point I can load new dates and use the equation with the guarantee that the coefficients are always the same? So always getting the same result in sample?

 Posts: 63
 Joined: Sat Jun 06, 2015 11:48 am
Re: Switching regression Problem
If not, how can I set the same starting values for an estimate?
from this window
https://ibb.co/eb8p46
from this window
https://ibb.co/eb8p46

 Fe ddaethom, fe welon, fe amcangyfrifon
 Posts: 11901
 Joined: Tue Sep 16, 2008 5:38 pm
Re: Switching regression Problem
nicotrader wrote:If I estimate a model and save the equation at this point I can load new dates and use the equation with the guarantee that the coefficients are always the same? So always getting the same result in sample?
Correct.
Follow us on Twitter @IHSEViews

 Fe ddaethom, fe welon, fe amcangyfrifon
 Posts: 11901
 Joined: Tue Sep 16, 2008 5:38 pm
Re: Switching regression Problem
nicotrader wrote:If not, how can I set the same starting values for an estimate?
from this window
https://ibb.co/eb8p46
Use the same seed to ensure you get the same random numbers.
Follow us on Twitter @IHSEViews

 Posts: 63
 Joined: Sat Jun 06, 2015 11:48 am
Re: Switching regression Problem
EViews Gareth wrote:nicotrader wrote:If I estimate a model and save the equation at this point I can load new dates and use the equation with the guarantee that the coefficients are always the same? So always getting the same result in sample?
Correct.
how can I save the model and consequently the equation and the coefficients?

 Fe ddaethom, fe welon, fe amcangyfrifon
 Posts: 11901
 Joined: Tue Sep 16, 2008 5:38 pm
Re: Switching regression Problem
If you haven't named the equation, hit the Name button.
Follow us on Twitter @IHSEViews
Who is online
Users browsing this forum: No registered users and 15 guests