Switching regression Problem

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EViews Gareth
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Re: Switching regression Problem

Postby EViews Gareth » Mon Jan 08, 2018 5:53 pm

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.
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nicotrader
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Re: Switching regression Problem

Postby nicotrader » Mon Jan 08, 2018 5:59 pm

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?

EViews Gareth
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Re: Switching regression Problem

Postby EViews Gareth » Mon Jan 08, 2018 5:59 pm

If you use random starting values, and your estimation doesn't converge, yes. By definition.
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nicotrader
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Re: Switching regression Problem

Postby nicotrader » Mon Jan 08, 2018 6:03 pm

Because does the model, by construction, use random data regardless of the in sample dataset?

EViews Gareth
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Switching regression Problem

Postby EViews Gareth » Mon Jan 08, 2018 6:04 pm

No, you told it to use random starting values.
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nicotrader
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Re: Switching regression Problem

Postby nicotrader » Mon Jan 08, 2018 6:09 pm

Excuse me, what do you mean by random starting values?

EViews Gareth
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Re: Switching regression Problem

Postby EViews Gareth » Mon Jan 08, 2018 6:13 pm

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

nicotrader
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Re: Switching regression Problem

Postby nicotrader » Tue Jan 09, 2018 2:59 am

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?

nicotrader
Posts: 63
Joined: Sat Jun 06, 2015 11:48 am

Re: Switching regression Problem

Postby nicotrader » Tue Jan 09, 2018 3:11 am

If not, how can I set the same starting values for an estimate?
from this window

https://ibb.co/eb8p46

EViews Gareth
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Re: Switching regression Problem

Postby EViews Gareth » Tue Jan 09, 2018 9:10 am

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.
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EViews Gareth
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Re: Switching regression Problem

Postby EViews Gareth » Tue Jan 09, 2018 9:14 am

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.
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nicotrader
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Re: Switching regression Problem

Postby nicotrader » Tue Jan 09, 2018 11:34 am

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?

EViews Gareth
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Re: Switching regression Problem

Postby EViews Gareth » Tue Jan 09, 2018 12:19 pm

If you haven't named the equation, hit the Name button.
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