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Matrix of regressors

Posted: Sat Nov 21, 2020 11:27 am
by pka
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.

Re: Matrix of regressors

Posted: Sat Nov 21, 2020 11:44 am
by EViews Gareth
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?

Re: Matrix of regressors

Posted: Sat Nov 21, 2020 12:20 pm
by pka
it's OLS and I want the matrix object.

Re: Matrix of regressors

Posted: Sat Nov 21, 2020 12:38 pm
by EViews Gareth
use equation.makeregs and then @convert to convert the group into a matrix.

Re: Matrix of regressors

Posted: Mon Nov 23, 2020 8:17 am
by pka
Many thanks!