included obs data member

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startz
Non-normality and collinearity are NOT problems!
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included obs data member

Postby startz » Thu Dec 27, 2012 3:18 pm

Could we have a member for estimated equations that gives a dummy variable for included observations?

EViews Gareth
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Re: included obs data member

Postby EViews Gareth » Thu Dec 27, 2012 4:00 pm

It would be a proc, rather than a data member.

But then, it would be pretty similar to the makeresid proc.
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EViews Glenn
EViews Developer
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Re: included obs data member

Postby EViews Glenn » Fri Dec 28, 2012 1:01 pm

Code: Select all

eq1.makeresid myresid
series isineq = @isna(myresid)=0

startz
Non-normality and collinearity are NOT problems!
Posts: 3775
Joined: Wed Sep 17, 2008 2:25 pm

Re: included obs data member

Postby startz » Fri Dec 28, 2012 1:09 pm

EViews Glenn wrote:

Code: Select all

eq1.makeresid myresid
series isineq = @isna(myresid)=0

Yeah, I usually remember this...eventually. It would still be cool to have it as a member of the equation though.

EViews Gareth
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Re: included obs data member

Postby EViews Gareth » Fri Dec 28, 2012 2:07 pm

Series cannot be data members
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startz
Non-normality and collinearity are NOT problems!
Posts: 3775
Joined: Wed Sep 17, 2008 2:25 pm

Re: included obs data member

Postby startz » Fri Dec 28, 2012 2:14 pm

Maybe that could be changed???

EViews Gareth
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Re: included obs data member

Postby EViews Gareth » Fri Dec 28, 2012 2:25 pm

No, because you can move objects between pages and workfiles, their data members cannot be workfile structure dependent, which rules out series.
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startz
Non-normality and collinearity are NOT problems!
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Joined: Wed Sep 17, 2008 2:25 pm

Re: included obs data member

Postby startz » Fri Dec 28, 2012 5:28 pm

vector? or is that too risky?

EViews Gareth
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Re: included obs data member

Postby EViews Gareth » Fri Dec 28, 2012 5:44 pm

Could do, but a) it isn't as useful as a series, and going from the vector to the series is about as easy as just using the residual series, and b) as soon as you move the equation, the vector is meaningless.
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startz
Non-normality and collinearity are NOT problems!
Posts: 3775
Joined: Wed Sep 17, 2008 2:25 pm

Re: included obs data member

Postby startz » Fri Dec 28, 2012 6:06 pm

Hmmm. Could you include a series member that got wiped when moved between pages? Or would that be too hard with the underlying plumbing?


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