Search found 5 matches

by Jorrit van der Windt
Mon Jun 26, 2017 5:31 am
Forum: Programming
Topic: storing coefficients and errors for panel data
Replies: 7
Views: 5646

Re: storing coefficients and errors for panel data

Hi Gareth, If there is a "insufficient number of observations in" error it returns the value of the coefficient that was previously run. So for example if there is an error in R8 of the vector it uses the value of r7 and so forth. Is there a way to return a NA of a blank value if there is ...
by Jorrit van der Windt
Thu Jun 15, 2017 8:30 am
Forum: Programming
Topic: storing coefficients and errors for panel data
Replies: 7
Views: 5646

Re: storing coefficients and errors for panel data

Hi Gareth, Thank you very much it works now. However there are som crossidsthat have an insufficient number of observations and therefore it stopt the program without regressing the other cross IDs. Do I have to delete these cross IDs or can I force the program to continue somehow? Secondly the outp...
by Jorrit van der Windt
Thu Jun 15, 2017 5:56 am
Forum: Programming
Topic: storing coefficients and errors for panel data
Replies: 7
Views: 5646

Re: storing coefficients and errors for panel data

Hi Gareth Thanks for your reply! I think my question was maybe a little unclear, I want to run a regression for 571 different companies for 8 individual year. So i would have to use this code per company smpl 2006 if company="msft" However as there are 571 companies for 8 years that would ...
by Jorrit van der Windt
Thu Jun 08, 2017 5:27 am
Forum: Programming
Topic: storing coefficients and errors for panel data
Replies: 7
Views: 5646

storing coefficients and errors for panel data

Hello, I just went through the introduction to EViews programming and I am aware of the extensive examples about storing coefficients and statistics of multiple regressions. However I want to store coefficients of multiple runs of the same regressions with different companies over different timespan...
by Jorrit van der Windt
Wed Jun 07, 2017 12:00 am
Forum: Estimation
Topic: Collecting statistics from multiple regressions
Replies: 1
Views: 2507

Collecting statistics from multiple regressions

Dear all, For my research I am estimating a classical capital market model R=a+b(Rm-Rf)+e where a, b and E are alpha, beta and epsilon for ca 500 firms over 5 years. I have daily data for all the returns, but I want to collect the alpha, beta, epsilon as well as the r squared for each firm over a ye...

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