Search found 46 matches
- Thu Jul 13, 2017 9:53 pm
- Forum: Estimation
- Topic: Panel Least Squares estimation method Nonlinear optimization algorithm
- Replies: 18
- Views: 22416
Re: Panel Least Squares estimation method Nonlinear optimization algorithm
OK thank you. I would like ask your professional judgement on one issue : the simulation gave multiple converging results but most of them having different coefficient values. SSR values are also different. I conclude that there are multiple local optima in the search range. Moreover when I rank by ...
- Wed Jul 12, 2017 9:17 pm
- Forum: Estimation
- Topic: Panel Least Squares estimation method Nonlinear optimization algorithm
- Replies: 18
- Views: 22416
Re: Panel Least Squares estimation method Nonlinear optimization algorithm
Thank you very much.
Is there method to conduct perturb study in Eviews9 (built-in, add-in, or programming) ?
Is there method to conduct perturb study in Eviews9 (built-in, add-in, or programming) ?
- Tue Jul 11, 2017 10:29 am
- Forum: Estimation
- Topic: Panel Least Squares estimation method Nonlinear optimization algorithm
- Replies: 18
- Views: 22416
Re: Panel Least Squares estimation method Nonlinear optimization algorithm
Understood, my sincere thanks for your elaborate effort and explanations. At least we now know there exists collinearity. About your last comment : 1) specification was uploaded in workfile in my previous post within nls equation object. 2) I ran a comprehensive simulation via program and for these ...
- Mon Jul 10, 2017 9:36 pm
- Forum: Bug Reports
- Topic: Panel data Coefficient Variance Decomposition Bug?
- Replies: 6
- Views: 9038
Re: Panel data Coefficient Variance Decomposition Bug?
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...
- Mon Jul 10, 2017 9:20 pm
- Forum: Bug Reports
- Topic: Panel data Coefficient Variance Decomposition Bug?
- Replies: 6
- Views: 9038
Re: Panel data Coefficient Variance Decomposition Bug?
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 ?
- Mon Jul 10, 2017 10:51 am
- Forum: Bug Reports
- Topic: Panel data Coefficient Variance Decomposition Bug?
- Replies: 6
- Views: 9038
Re: Panel data Coefficient Variance Decomposition Bug?
So how can i interpret the results any idea.
- Mon Jul 10, 2017 1:38 am
- Forum: Bug Reports
- Topic: Panel data Coefficient Variance Decomposition Bug?
- Replies: 6
- Views: 9038
Panel data Coefficient Variance Decomposition Bug?
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
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
- Fri Jul 07, 2017 11:30 pm
- Forum: Estimation
- Topic: Panel Least Squares estimation method Nonlinear optimization algorithm
- Replies: 18
- Views: 22416
Re: Panel Least Squares estimation method Nonlinear optimization algorithm
nls object within the attached wf has the specification.
a valid starting point for c vector is : 0.010000 0.200000 0.200000 0.000000 0.400000
best regards
a valid starting point for c vector is : 0.010000 0.200000 0.200000 0.000000 0.400000
best regards
- Fri Jul 07, 2017 6:25 am
- Forum: Estimation
- Topic: Panel Least Squares estimation method Nonlinear optimization algorithm
- Replies: 18
- Views: 22416
Re: Panel Least Squares estimation method Nonlinear optimization algorithm
When I try to add the spec via word, error parsing server response is given. So pasting it in text below sorry for the messy look. ln〖y_it 〗={(1〖-e^(-βt) 〗 )α(1-θ) ln〖s_it 〗+(1〖-e^(-βt) 〗 )β1 ln〖L_it 〗+(1〖-e^(-βt) 〗 )ϕ ln〖〖FI〗_it 〗+(1〖-e^(-βt) 〗 )ln[γ+(1-α)β1n_it ]+(1〖-e^(-βt) 〗 )α(1-θ) ln...
- Wed Jul 05, 2017 9:40 pm
- Forum: Estimation
- Topic: Panel Least Squares estimation method Nonlinear optimization algorithm
- Replies: 18
- Views: 22416
Re: Panel Least Squares estimation method Nonlinear optimization algorithm
Dear Glenn, I understand but isnt it possible to write it out in shorthand ? If I'm not mistaken at heart we should be approximating the SSR (objective function to be minized) with quadratic taylor series.Then applying GNA for iterations. But how this works out for panel setting I cant figure it out...
- Mon Jul 03, 2017 9:51 pm
- Forum: Estimation
- Topic: Panel Least Squares estimation method Nonlinear optimization algorithm
- Replies: 18
- Views: 22416
Re: Panel Least Squares estimation method Nonlinear optimization algorithm
Dear Eviews Glenn,
Sorry for the confusion, I am trying to explicitly state objective function to be minimized for Panel Nonlinear Least Squares. I couldn't find it Eviews help files, or on the internet, or missed out. Would appreciate if you can provide any reference on this.
Best regards
acemi
Sorry for the confusion, I am trying to explicitly state objective function to be minimized for Panel Nonlinear Least Squares. I couldn't find it Eviews help files, or on the internet, or missed out. Would appreciate if you can provide any reference on this.
Best regards
acemi
- Mon Jul 03, 2017 4:10 am
- Forum: Estimation
- Topic: Panel Least Squares estimation method Nonlinear optimization algorithm
- Replies: 18
- Views: 22416
Re: Panel Least Squares estimation method Nonlinear optimization algorithm
Hello, I ran through Eviews help files and could not find how panel nonlinear least squares method(Gauss Newton Algorithm) differs from nonlinear least squares method(Gauss Newton Algorithm) for reference purposes. Would appreciate if anyone can refer to a resource or comment on it. Many thanks in a...
- Sat May 13, 2017 12:38 am
- Forum: Estimation
- Topic: @Logit conversion estimated negative coefficient ?
- Replies: 6
- Views: 7894
Re: @Logit conversion estimated negative coefficient ?
very clear now, thank you.
- Fri May 12, 2017 2:09 pm
- Forum: Bug Reports
- Topic: @logit transformation estimated coefficients are incorrectly labelled ?
- Replies: 2
- Views: 5026
Re: @logit transformation estimated coefficients are incorrectly labelled ?
OK that clarifies it thank you.
- Fri May 12, 2017 2:06 pm
- Forum: Estimation
- Topic: Putting limits on estimated coefficient values
- Replies: 41
- Views: 134819
Re: Putting limits on estimated coefficient values
Hello, Is there a way to restrict the parameter c(2) in eviews9 ?Thank you! The whole purpose for @logit transformation is to impose/force limits for c(2). For the @logit(c(2)) conversion, the NLS estimation of c(2) is 3,475962 which is clearly not within intended range limits of 0<c(2)<1. So in ord...
