Search found 7 matches
- 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.
- 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
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
- 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...
- 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...
- 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!
But I'm happy to do this if you'll tell me how.
Thanks in advance!
- 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...
- 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...
