Search found 3 matches
- Fri May 09, 2014 1:42 pm
- Forum: Estimation
- Topic: TAR-MTAR - Singular Matrix
- Replies: 5
- Views: 3641
Re: TAR-MTAR - Singular Matrix
Nope. It is always 1
- Fri May 09, 2014 1:38 pm
- Forum: Estimation
- Topic: TAR-MTAR - Singular Matrix
- Replies: 5
- Views: 3641
Re: TAR-MTAR - Singular Matrix
I_tar is a dummy = 1 when y(-1)>=0, and 0 when y(-1)<0
- Fri May 09, 2014 1:13 pm
- Forum: Estimation
- Topic: TAR-MTAR - Singular Matrix
- Replies: 5
- Views: 3641
TAR-MTAR - Singular Matrix
Im trying to run the following regression but a "near singular matrix" message keeps popping up. I'ld appreciate any suggestion or input to solve this issue: y2 = y2(-1) + error_whitenoise1 y1 = y2(-1) I_tar = (y1 >= 0) freeze(yuroot) eq01.ls d(y2) I_tar*y1 (1-I_tar)*y1 c *This is meant to...