Search found 5 matches

by Joanne
Wed Jul 28, 2010 1:23 am
Forum: Estimation
Topic: error message
Replies: 1
Views: 2112

error message

Hi all I am estimating an ordered logit model with two lags and when I try to estimate the model it produces an output with the coefficients but then just get N/A for the p-values etc. In the top part of the output it says the following: Warning: singular covariance, coefficients are not unique. Whe...
by Joanne
Wed Jun 23, 2010 10:33 am
Forum: Estimation
Topic: Ordered probit estimation error message
Replies: 3
Views: 3523

Re: Ordered probit estimation error message

I'm not entirely sure. I'm used to working with time series data unfortunately and have never encountered such a problem. The message comes up after I click ok in the estimation window (with starting coefficent values set as eviews supplied). If I change the starting values to the zero option, then ...
by Joanne
Wed Jun 23, 2010 4:03 am
Forum: Estimation
Topic: Ordered dependent variable creation
Replies: 3
Views: 3266

Re: Ordered dependent variable creation

Thanks so much, it worked!
by Joanne
Wed Jun 23, 2010 4:01 am
Forum: Estimation
Topic: Ordered probit estimation error message
Replies: 3
Views: 3523

Ordered probit estimation error message

Hi all I am estimating an ordered probit model, but it is giving me the following error message: non-positive liklihood value for observation 2006. Considering that I am using a panel and there are 308 different 2006 observation per variable, I don't know where to begin looking for the problem. Any ...
by Joanne
Tue Jun 22, 2010 12:03 pm
Forum: Estimation
Topic: Ordered dependent variable creation
Replies: 3
Views: 3266

Ordered dependent variable creation

Hi all
I am running an ordered probit model with panel data and my dependent variable is the credit ratings of banks. I know that they need to be in integer form, eg 1, 2, 3 which would correspond with C, C/B and B for example but I am not sure how to create that series. Can anyone help? Thanks

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