Search found 46 matches

by acemi
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 ...
by acemi
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) ?
by acemi
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 ...
by acemi
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...
by acemi
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 ?
by acemi
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.
by acemi
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
by acemi
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
by acemi
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⁡...
by acemi
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...
by acemi
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
by 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...
by acemi
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.
by acemi
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...

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