asymmetric loss function

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NicolasR
Posts: 86
Joined: Mon Nov 04, 2013 6:22 pm
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asymmetric loss function

Postby NicolasR » Tue Jan 28, 2014 2:10 pm

Hi,

I have a suggestion, I think that would be very useful to predict an equation an use asymmetric evaluation measures (linear and nonlinear) since eviews only has symmetric measures evaluation.

Thank you!

EViews Glenn
EViews Developer
Posts: 2643
Joined: Wed Oct 15, 2008 9:17 am

Re: asymmetric loss function

Postby EViews Glenn » Wed Jan 29, 2014 12:08 pm

Which measures would you like to see.

NicolasR
Posts: 86
Joined: Mon Nov 04, 2013 6:22 pm
Location: Here

Re: asymmetric loss function

Postby NicolasR » Thu Jan 30, 2014 9:58 am

Maybe a linex function, Varian (1974) or a partitioned loss function.

EViews Glenn
EViews Developer
Posts: 2643
Joined: Wed Oct 15, 2008 9:17 am

Re: asymmetric loss function

Postby EViews Glenn » Thu Jan 30, 2014 11:18 am

Thanks for the suggestions. Full references are, of course, much appreciated.

NicolasR
Posts: 86
Joined: Mon Nov 04, 2013 6:22 pm
Location: Here

Re: asymmetric loss function

Postby NicolasR » Sun Feb 02, 2014 9:23 pm

Section 5 of this document describes the lin-lin,quad-quad and linex functions.

http://www.faculty.ucr.edu/~taelee/pape ... ctions.pdf

Thanks for considering my suggestion. Regards.

EViews Glenn
EViews Developer
Posts: 2643
Joined: Wed Oct 15, 2008 9:17 am

Re: asymmetric loss function

Postby EViews Glenn » Mon Feb 03, 2014 11:32 am

Thanks.


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