Panel data Coefficient Variance Decomposition Bug?

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acemi
Posts: 46
Joined: Thu Jun 23, 2016 10:28 pm

Panel data Coefficient Variance Decomposition Bug?

Postby acemi » Mon Jul 10, 2017 1:38 am

Hello,

Variance decomposition for eq02 is attached within workfile as table fi_coefvardecomp.
Somehow eviews displays coefficients (c1 to c5) rather than regressors themselves in the table.
How are we to determine multicoll between regressors with this table please comment.
Thank you
Attachments
panel coeffvardecomp_forum.wf1
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EViews Gareth
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Re: Panel data Coefficient Variance Decomposition Bug?

Postby EViews Gareth » Mon Jul 10, 2017 7:47 am

Your equation was specified by coefficient, not by regressors.
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acemi
Posts: 46
Joined: Thu Jun 23, 2016 10:28 pm

Re: Panel data Coefficient Variance Decomposition Bug?

Postby acemi » Mon Jul 10, 2017 10:51 am

So how can i interpret the results any idea.

EViews Gareth
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Re: Panel data Coefficient Variance Decomposition Bug?

Postby EViews Gareth » Mon Jul 10, 2017 1:38 pm

Match up C(1) with the C(1) in the equation output.
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acemi
Posts: 46
Joined: Thu Jun 23, 2016 10:28 pm

Re: Panel data Coefficient Variance Decomposition Bug?

Postby acemi » Mon Jul 10, 2017 9:20 pm

OK I matched it and then does it give me info on multicorrelation of c(1)'s regressor with other coefficient's regressors for example ?

EViews Gareth
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Re: Panel data Coefficient Variance Decomposition Bug?

Postby EViews Gareth » Mon Jul 10, 2017 9:34 pm

Yes.
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acemi
Posts: 46
Joined: Thu Jun 23, 2016 10:28 pm

Re: Panel data Coefficient Variance Decomposition Bug?

Postby acemi » Mon Jul 10, 2017 9:36 pm

I have one issue : as you can see from attached file eq02 on previous posts, the regression specification has coefficients (c(1) to c(5)) jointly multiplying the regressors. For example : (1-exp(c(1))@trend)*c(2)*(1-c(3))*LOG(Saving_rate*100)

Do you have any idea how are we to interpret the Variance Decomposition results within this setting ?
Thank you.


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