Ah that's a shame, but thank you for letting me know!Unfortunately not. In general, the tests (or, at the very least our implementation of them) require linear least squares, and since you've estimated a non-linear equation, they aren't available.
Search found 6 matches
- Wed May 17, 2023 2:18 am
- Forum: General Information and Tips and Tricks
- Topic: Explicit Equations vs. list equations
- Replies: 2
- Views: 48877
Re: Explicit Equations vs. list equations
- Tue May 16, 2023 6:43 am
- Forum: General Information and Tips and Tricks
- Topic: Explicit Equations vs. list equations
- Replies: 2
- Views: 48877
Explicit Equations vs. list equations
I have several equations that are explicitly written out for constraining purposes, something like the following: y = C(1)*x1 + (1-C(1))*X2 However, if I do this I can't do certain tests, such as the Multiple Breakpoint tests, as these require the equation to be specified as a list. Is there anyway ...
- Mon Feb 06, 2023 2:52 am
- Forum: Estimation
- Topic: Overconstrained model - Constraints too restrictive leading to Singular Covariance error
- Replies: 6
- Views: 14262
Re: Overconstrained model - Constraints too restrictive leading to Singular Covariance error
Thanks Startz, that's really helpful! I'll have a go away and look into what I can replace it with, if anything!
- Fri Feb 03, 2023 10:07 am
- Forum: Estimation
- Topic: Overconstrained model - Constraints too restrictive leading to Singular Covariance error
- Replies: 6
- Views: 14262
Re: Overconstrained model - Constraints too restrictive leading to Singular Covariance error
In the generic model you posted, the only thing that's nonlinear is c(3). If your real model is different from that then it's hard to say much without seeing the real model. The model looks a bit like the following: DLOG(Y) = C(1) + C(2)*(LOG(Yt-1) + C(3)*LOG(Xt-1) + (1-C(3))*LOG(Zt-1)) + C(4)*DLOG...
- Fri Feb 03, 2023 3:15 am
- Forum: Estimation
- Topic: Overconstrained model - Constraints too restrictive leading to Singular Covariance error
- Replies: 6
- Views: 14262
Re: Overconstrained model - Constraints too restrictive leading to Singular Covariance error
What do you get for point estimates? I'll get values of something like -0.5 for a coefficient that should be 0.5. Also all the variables are logged! It's also built into an error correction framework, so sometimes the long-run variable will have the right sign while the short-run differenced one wi...
- Thu Feb 02, 2023 9:38 am
- Forum: Estimation
- Topic: Overconstrained model - Constraints too restrictive leading to Singular Covariance error
- Replies: 6
- Views: 14262
Overconstrained model - Constraints too restrictive leading to Singular Covariance error
Hi all, I am running a restricted regression with constraints on Eviews 12- The unrestricted regression has signs in the wrong direction so my understanding was that I needed to restrict it to point the regression toward the local minimum where the signs would be in the right directions. It looks li...
