how to make a program to produce a OLS coeffients by using matrix calculation?
Posted: Tue Apr 24, 2018 4:13 am
Dear Folks,
I've been trying to make a simple program to run a matrix form of OLS by using eviews.
My problem is so simple but can't find answer by myself.
That is,
let's suppose there are a simple equation as below;
y = c + b*x + u
so, I have a data of x (small x - independent variable) now and trying to estimate the coefficient of b by OLS.
Then, we know that b = @inverse(@transpose(X)*X)*X'Y; here large X is a matrix of having the column vector of ones and independent variable x (small x).
But I do not know how to make this large X matrix by using eviews command.
Could you help me to solve this problem?
Thank you very much!
HIS
I've been trying to make a simple program to run a matrix form of OLS by using eviews.
My problem is so simple but can't find answer by myself.
That is,
let's suppose there are a simple equation as below;
y = c + b*x + u
so, I have a data of x (small x - independent variable) now and trying to estimate the coefficient of b by OLS.
Then, we know that b = @inverse(@transpose(X)*X)*X'Y; here large X is a matrix of having the column vector of ones and independent variable x (small x).
But I do not know how to make this large X matrix by using eviews command.
Could you help me to solve this problem?
Thank you very much!
HIS