predetermined intercept/coefficients?

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

asjp
Posts: 1
Joined: Fri Feb 13, 2009 1:28 pm

predetermined intercept/coefficients?

Postby asjp » Fri Feb 13, 2009 1:35 pm

I'm trying to run an OLS model where one of the data sets in the equation is supposed to be the intercept - or with a coefficient of one..

However no matter what I've tried I can't remember for the life of me if it's possible to set the coefficient for this as one and then run the regression estimation?

Thank you

startz
Non-normality and collinearity are NOT problems!
Posts: 3775
Joined: Wed Sep 17, 2008 2:25 pm

Re: predetermined intercept/coefficients?

Postby startz » Fri Feb 13, 2009 1:57 pm

asjp wrote:I'm trying to run an OLS model where one of the data sets in the equation is supposed to be the intercept - or with a coefficient of one..

However no matter what I've tried I can't remember for the life of me if it's possible to set the coefficient for this as one and then run the regression estimation?

Thank you


If you had

Code: Select all

ls y c x1 x2
and knew the coefficient for x1 equaled 1, you could run instead

Code: Select all

ls y-x1 c x2
being sure there is no space in "y-x1"

EViews Glenn
EViews Developer
Posts: 2672
Joined: Wed Oct 15, 2008 9:17 am

Re: predetermined intercept/coefficients?

Postby EViews Glenn » Fri Feb 13, 2009 2:17 pm

Or put the left-hand-side variable expression in parentheses:

ls (y - x1) c x2


Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 17 guests