Correct strange labelleing of estimated paramters from equations using @expand lhs

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mamo
Posts: 125
Joined: Wed Nov 07, 2012 9:11 am

Correct strange labelleing of estimated paramters from equations using @expand lhs

Postby mamo » Wed Dec 12, 2018 8:30 am

Dear Eviews team

using the @expand-function in the rhs of an equation can give rise to an implausible labelling of the estimated paramters, see for example the programme below.

With the programme provided below, the estimated parameters for the dummy-interaction terms from equation
ls y c x x*@expand(level,color,@dropfirst)
are labeled as

X*(X*(LEVEL="high"),COLOR="red")
X*(X*(LEVEL="low"),COLOR="blue")
X*(X*(LEVEL="low"),COLOR="red")

However, this should rather be like
X*(LEVEL="high",COLOR="red")
X*(LEVEL="low",COLOR="blue")
X*(LEVEL="low",COLOR="red")

The estimated parameters are correct, its just the labeling which may give rise to confusion.

Best,
mamo

Code: Select all

wfcreate u 100
alpha level = @recode(nrnd>=0, "high", "low")
alpha color= @recode(nrnd>=0, "blue", "red")
series x=nrnd+4
series y=10+1.2*x-0.6*(level="high" and color="red")*x+0.6*(level="low" and color="blue")*x+0.6*(level="low" and color="red")*x+nrnd*0.8
equation eq.ls y c x x*@expand(level,color,@dropfirst)
freeze(mode=overwrite, regresults) eq.results
show regresults

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 12239
Joined: Tue Sep 16, 2008 5:38 pm

Re: Correct strange labelleing of estimated paramters from equations using @expand lhs

Postby EViews Gareth » Wed Dec 12, 2018 10:52 am

Thanks, we'll fix.
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