hello,
I'am not very familiar with evies. However, I have a complex system of thirty equations with the 30 unknown variables delta_i which is are on the rhs of the equation.
For all the other variables in the equation system I have empirical values, and I know that I can get "real values" for the 30 deltas by using the Newton method. But I have almost no clue how to do that in eviews.
I know that I can bring all the data by using "empty group" into eviews. And that there I can start a new object or model, and that I have to write down the equation there. However, that is the first problem I have. I don't know how to write down the equation (is there some formeleditor? For example I need to write down a sigma sign, etc.).
And there is another problem with the empirical data: partly it is panel data, partly not. Is that a problem?
I'am very thankful to every answer/help I can get.
Thank you.
doe
model newton method
Moderators: EViews Gareth, EViews Moderator

 Posts: 8
 Joined: Wed Nov 26, 2008 6:59 pm
Re: model newton method
Is there a special reason why I get no answer?
A more specific question:
For the deltas which I described above, how can I assign them "starting values" (i.e. I have some idea of their range).
Thank you so much for any advice.
A more specific question:
For the deltas which I described above, how can I assign them "starting values" (i.e. I have some idea of their range).
Thank you so much for any advice.

 Fe ddaethom, fe welon, fe amcangyfrifon
 Posts: 12261
 Joined: Tue Sep 16, 2008 5:38 pm
Re: model newton method
I'm not sure I follow your question at all. Could you reword it perhaps?
I understand that you have managed to get some data into EViews, and that you wish to solve some sort of estimation with that data. After that, I'm lost...
I understand that you have managed to get some data into EViews, and that you wish to solve some sort of estimation with that data. After that, I'm lost...
Follow us on Twitter @IHSEViews

 Posts: 8
 Joined: Wed Nov 26, 2008 6:59 pm
Re: model newton method
hi,
thank you for your answer.
Here is my problem again:
I have the following equation x = a + b y + Σ(i=1,..31, i≠j) delta/z_ij e^(s_ij/delta  1)^2 + t
a and b are scalars, s_ij is matrix, z_ij is a matrix, b and t are vectors, delta is the unkown (for all the other variables I have empirical values).
I know that I can get "real values" for delta by using the socalled "Newton method".
If I build a model in eviews, you can choose between the Newton method and the GaussSeidel method to solve the model.
However, I'am not sure how to implement the equations in the model (simply technically, e.g. I don't know how to assign the indices of the vectors and matrices).
Second, I'am not 100% sure wheather eviews can deal with my probleam at all.
Thank you for any advice you have.
thank you for your answer.
Here is my problem again:
I have the following equation x = a + b y + Σ(i=1,..31, i≠j) delta/z_ij e^(s_ij/delta  1)^2 + t
a and b are scalars, s_ij is matrix, z_ij is a matrix, b and t are vectors, delta is the unkown (for all the other variables I have empirical values).
I know that I can get "real values" for delta by using the socalled "Newton method".
If I build a model in eviews, you can choose between the Newton method and the GaussSeidel method to solve the model.
However, I'am not sure how to implement the equations in the model (simply technically, e.g. I don't know how to assign the indices of the vectors and matrices).
Second, I'am not 100% sure wheather eviews can deal with my probleam at all.
Thank you for any advice you have.

 Posts: 8
 Joined: Wed Nov 26, 2008 6:59 pm
Re: model newton method
to clarify the issue of the index:
If I write for example in the text window of models the following:
a(1) to indicate the first element of vector a, I get the folowing error message:
"(1) is not a valid index for in "the equation written in the text window"
if I simply write: a (without an index), then I get the following error message
"0 is not a valid index for vectorseriescoefficient A in "the equation written in the text window"
So, I'am confused.
How can I assign indices to vectors in eviews?
If I write for example in the text window of models the following:
a(1) to indicate the first element of vector a, I get the folowing error message:
"(1) is not a valid index for in "the equation written in the text window"
if I simply write: a (without an index), then I get the following error message
"0 is not a valid index for vectorseriescoefficient A in "the equation written in the text window"
So, I'am confused.
How can I assign indices to vectors in eviews?

 Fe ddaethom, fe welon, fe amcangyfrifon
 Posts: 12261
 Joined: Tue Sep 16, 2008 5:38 pm
Re: model newton method
EViews can't really perform that sort of estimation. You'd be better off with some sort of matrix language with an optimiser  such as Matlab or Gauss.
Follow us on Twitter @IHSEViews

 Posts: 8
 Joined: Wed Nov 26, 2008 6:59 pm
Re: model newton method
Thank you for your advive:
A last question: Are you 100% sure that eviews can't perform my problem?
I just ask because there is a "Newton solver" in the "model part" of eviews.
However, I'am not sure if this is THE newton solver I'am looking for or it this one is something different.
Thank you so much again.
A last question: Are you 100% sure that eviews can't perform my problem?
I just ask because there is a "Newton solver" in the "model part" of eviews.
However, I'am not sure if this is THE newton solver I'am looking for or it this one is something different.
Thank you so much again.

 Fe ddaethom, fe welon, fe amcangyfrifon
 Posts: 12261
 Joined: Tue Sep 16, 2008 5:38 pm
Re: model newton method
Models (and all Nonlinear estimation, I believe) in EViews do use the Newton Solver, and it is probably the Newton Solver you're talking about. However you still cannot perform the sort of estimation you want, because there is no way to structure the problem in EViews.
Follow us on Twitter @IHSEViews
Who is online
Users browsing this forum: No registered users and 9 guests