Hey,
I am using EViews 6 and I want to run OLS regressions as well as binary analysis. My sample consists of 3000+ observations and I have 789 dummy variables plus ~ 10 other independent variables. Every time I want to open an equation I get the error message "752 is not a valid index for vectorseriescoefficient C". Is there a limit on independent variables that can be used or what error am I doing?
I hope this is an easily solvable question, as I am new to Eviews.
Thanks,
Jan
752 is not a valid index for vectorseriescoefficient C
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Re: 752 is not a valid index for vectorseriescoefficient C
You've hit the maximum size for the C vector.
You can still estimate your equation, but it takes a bit more work. The first thing you should do is make your own coefficient vector that is big enough. To do this type:
in the EViews command window.
Then, the easiest thing to do is to use a system object to help create an expression for your equation. Create a system object, then click on proc>define system. Then in the box that opens, enter in your dependent variable, and in the "equation specific coefficients" enter in your regressors, including the dummies. Finally change the "coefficient name" box to be your newly created coefficient vector, "beta".
When you hit ok, the system specification will have been filled out with an equation specification. You can select that text and copy it into an equation object's specification.
You can still estimate your equation, but it takes a bit more work. The first thing you should do is make your own coefficient vector that is big enough. To do this type:
Code: Select all
coef(1000) beta
in the EViews command window.
Then, the easiest thing to do is to use a system object to help create an expression for your equation. Create a system object, then click on proc>define system. Then in the box that opens, enter in your dependent variable, and in the "equation specific coefficients" enter in your regressors, including the dummies. Finally change the "coefficient name" box to be your newly created coefficient vector, "beta".
When you hit ok, the system specification will have been filled out with an equation specification. You can select that text and copy it into an equation object's specification.
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Re: 752 is not a valid index for vectorseriescoefficient C
Thanks a lot! That solved my problem.
Re: 752 is not a valid index for vectorseriescoefficient C
Further to this, if you have not defined your dummies you can use the @expand(dummy_var_col) in the "equation specific coefficients" field to automatically create your equation. Very useful
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