Matrix of regressors

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pka
Posts: 22
Joined: Wed Apr 25, 2018 1:54 pm

Matrix of regressors

Postby pka » Sat Nov 21, 2020 11:27 am

Hello,

Is there a way to extract the matrix of regressors after estimating a regression model? For instance, I can use @coefs to retrieve the vector of coefficients. Is there a similar command to get the matrix of regressors?

Thanks.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 12637
Joined: Tue Sep 16, 2008 5:38 pm

Re: Matrix of regressors

Postby EViews Gareth » Sat Nov 21, 2020 11:44 am

Matrix as in a matrix object, or do you want a group?

If the equation is non-linear do you want the underlying series data, or do you want the gradients?
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pka
Posts: 22
Joined: Wed Apr 25, 2018 1:54 pm

Re: Matrix of regressors

Postby pka » Sat Nov 21, 2020 12:20 pm

it's OLS and I want the matrix object.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 12637
Joined: Tue Sep 16, 2008 5:38 pm

Re: Matrix of regressors

Postby EViews Gareth » Sat Nov 21, 2020 12:38 pm

use equation.makeregs and then @convert to convert the group into a matrix.
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pka
Posts: 22
Joined: Wed Apr 25, 2018 1:54 pm

Re: Matrix of regressors

Postby pka » Mon Nov 23, 2020 8:17 am

Many thanks!


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