Search found 7 matches

by BarryOliver
Thu Jul 28, 2011 7:47 pm
Forum: Estimation
Topic: OLS coeff prob value
Replies: 2
Views: 2549

Re: OLS coeff prob value

cool. Thanks.
by BarryOliver
Thu Jul 28, 2011 6:54 pm
Forum: Estimation
Topic: OLS coeff prob value
Replies: 2
Views: 2549

OLS coeff prob value

Hi,
Does anyone know if there is an option in Eviews 7 in least squares estimation that gives the prob value as to whether a coefficient is different from one (unity) instead of the zero?

Regards
Barry
by BarryOliver
Thu Jun 02, 2011 1:59 pm
Forum: Estimation
Topic: Near Singular Matrix but then it works
Replies: 8
Views: 8648

Re: Near Singular Matrix but then it works

Well thank you very much for your comments. I shall have to speak with my colleagues regarding what we now need to do. I think our confidence in Eviews is being restored! My initial thoughts are to do a test for endogeniety (Hausman) and go from there or change our model. Anyway, that's not relevant...
by BarryOliver
Thu Jun 02, 2011 12:19 am
Forum: Estimation
Topic: Near Singular Matrix but then it works
Replies: 8
Views: 8648

Re: Near Singular Matrix but then it works

The plot thickens...the constant (c) values in each file are different...when I copy the values for c into the file that doesn't work...it works. So obviously you have hit the nail on the head. It seems that the values of the c are important in getting the system equation to run. It seems the only r...
by BarryOliver
Wed Jun 01, 2011 11:15 pm
Forum: Estimation
Topic: Near Singular Matrix but then it works
Replies: 8
Views: 8648

Re: Near Singular Matrix but then it works

I'm unsure how to explicitly compare the values stored in the C vector of each file.
But I'm happy to do this if you'll tell me how.
Thanks in advance!
by BarryOliver
Wed Jun 01, 2011 6:42 pm
Forum: Estimation
Topic: Near Singular Matrix but then it works
Replies: 8
Views: 8648

Re: Near Singular Matrix but then it works

Re first check: everything between the two files seems identical. if I copy this specification: excess_totmkau=c(3)+c(4)*excess_world excess_bmatrau=c(1)*(1-c(11))+c(2)*c(12)+c(11)*excess_world+c(12)*(excess_totmkau-(c(3)+c(4)*excess_world)) excess_cnsmgau=c(1)*(1-c(21))+c(2)*c(22)+c(21)*excess_worl...
by BarryOliver
Wed Jun 01, 2011 6:11 pm
Forum: Estimation
Topic: Near Singular Matrix but then it works
Replies: 8
Views: 8648

Near Singular Matrix but then it works

I've a systems equation which keeps showing up on estimation as a near singular matrix but on a colleagues machine it worked. We thought initially it was different version (the colleague where it worked had Enterprise) so we all went and purchased Enterprise. I ran the model and upon estimation it s...

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