switchreg

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startz
Non-normality and collinearity are NOT problems!
Posts: 3484
Joined: Wed Sep 17, 2008 2:25 pm

switchreg

Postby startz » Wed Apr 06, 2016 10:50 am

In a panel data set, switching regressions is not an option in the estimate command. Nonetheless, switchreg brings up a dialog. So the treatment is inconsistent and one of them is probably wrong.

EViews Glenn
EViews Developer
Posts: 2604
Joined: Wed Oct 15, 2008 9:17 am

Re: switchreg

Postby EViews Glenn » Wed Apr 06, 2016 11:10 am

The dialog comes up but an error is generated if you actually try to estimate. We'll modify to suppress the dialog the way we do ARCH (by changing the selection to least squares).

paldama
Posts: 7
Joined: Mon Feb 16, 2015 7:24 am

Re: switchreg

Postby paldama » Tue May 31, 2016 5:11 am

Hi Glenn,

Is it still possible to use the switchreg command with the option IF crossid="countryname" in a panel dataset workfile?

I aim to estimate Dynamic Markov switching regression on a country-by-country analysis, and thus I'm wondering whether I should create a workfile for each country, or if it is possible to do so within a single panel dataset.

Thanks for your help,

PA


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