## Switching regression Problem

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

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EViews Gareth
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### Re: Switching regression Problem

Because you don't have a clear understanding of how the estimation works, what the options for estimation are, or how to read the output given by the estimation.

We always recommend users only use features for which they have a good understanding of the underlying theories and/or have read and understood the manual.
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nicotrader
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### Re: Switching regression Problem

ok, so you're telling me that: even if I always use the same dataset in sample, is it normal for the model to return a different in sample result every time?

EViews Gareth
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### Re: Switching regression Problem

If you use random starting values, and your estimation doesn't converge, yes. By definition.
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nicotrader
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Joined: Sat Jun 06, 2015 11:48 am

### Re: Switching regression Problem

Because does the model, by construction, use random data regardless of the in sample dataset?

EViews Gareth
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### Switching regression Problem

No, you told it to use random starting values.
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nicotrader
Posts: 63
Joined: Sat Jun 06, 2015 11:48 am

### Re: Switching regression Problem

Excuse me, what do you mean by random starting values?

EViews Gareth
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### Re: Switching regression Problem

EViews Gareth wrote:
We always recommend users only use features for which they have a good understanding of the underlying theories and/or have read and understood the manual.
Follow us on Twitter @IHSEViews

nicotrader
Posts: 63
Joined: Sat Jun 06, 2015 11:48 am

### Re: Switching regression Problem

If I estimate a model and save the equation at this point I can load new dates and use the equation with the guarantee that the coefficients are always the same? So always getting the same result in sample?

nicotrader
Posts: 63
Joined: Sat Jun 06, 2015 11:48 am

### Re: Switching regression Problem

If not, how can I set the same starting values for an estimate?
from this window

https://ibb.co/eb8p46

EViews Gareth
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### Re: Switching regression Problem

nicotrader wrote:If I estimate a model and save the equation at this point I can load new dates and use the equation with the guarantee that the coefficients are always the same? So always getting the same result in sample?

Correct.
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EViews Gareth
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Posts: 12110
Joined: Tue Sep 16, 2008 5:38 pm

### Re: Switching regression Problem

nicotrader wrote:If not, how can I set the same starting values for an estimate?
from this window

https://ibb.co/eb8p46

Use the same seed to ensure you get the same random numbers.
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nicotrader
Posts: 63
Joined: Sat Jun 06, 2015 11:48 am

### Re: Switching regression Problem

EViews Gareth wrote:
nicotrader wrote:If I estimate a model and save the equation at this point I can load new dates and use the equation with the guarantee that the coefficients are always the same? So always getting the same result in sample?

Correct.

how can I save the model and consequently the equation and the coefficients?

EViews Gareth
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Posts: 12110
Joined: Tue Sep 16, 2008 5:38 pm

### Re: Switching regression Problem

If you haven't named the equation, hit the Name button.
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