Panel data programming

For questions regarding programming in the EViews programming language.

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michal
Posts: 2
Joined: Fri Jan 09, 2009 3:59 am

Panel data programming

Postby michal » Fri Jan 09, 2009 1:38 pm

Hallo,

I am wondering how to estimate a model using other methods then LS or TSLS (ML in my case) working with panel data - I tried to make a program but if I use the names of variables as I define them in the panel object for example cris_? or gdp_? then the Eviews does not recognize tham.... So probably I don't know the proper syntax..
I also guess it is possible to do that by making a system, but that does't seem userfriendly...

Thank you for any help....

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13307
Joined: Tue Sep 16, 2008 5:38 pm

Re: Panel data programming

Postby EViews Gareth » Fri Jan 09, 2009 2:30 pm

If you want to estimate an ML estimator, you have to use the LogL object to do it. Unfortunately you cannot mix a LogL object with a Pool object. Your best bet would be to create a panel workfile and use a LogL object in it, rather than using Pools (or Systems for that matter).
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michal
Posts: 2
Joined: Fri Jan 09, 2009 3:59 am

Re: Panel data programming

Postby michal » Fri Jan 09, 2009 2:51 pm

Thank you very much for quick reaction!

That could work....

vehicular
Posts: 2
Joined: Mon Feb 23, 2009 5:26 am

Re: Panel data programming

Postby vehicular » Mon Feb 23, 2009 5:46 am

Dear QMS,

I d like to perform a probit estimation for a pool. Following your advice for others, I have created a panel wf for estimation. Now I try to program the execution but an error message pops up: binary is not a valid view for probit...etc. The command line for the equation is the following:

freeze(probit) probit.binary dum{%t} c dum{%v}{!k}{%lag}

As you see, I would like to collect the parameters/p-values in a table called probit. (I managed to program other parts of my research using pool estimation commands).

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13307
Joined: Tue Sep 16, 2008 5:38 pm

Re: Panel data programming

Postby EViews Gareth » Mon Feb 23, 2009 9:15 am

Do you have an equation called "probit" in your workfile already? If not, you'll need to declare it before doing that command.
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vehicular
Posts: 2
Joined: Mon Feb 23, 2009 5:26 am

Re: Panel data programming

Postby vehicular » Tue Feb 24, 2009 6:55 am

Dear QMS Gareth! Thanks very much, I have renamed the equation in the wf from default to probit and worked!
All the best,
Vehicular

P.S. in pool mode i did not have to create an appropriately named equation in the wf before executing the program, or did i?


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