Search found 6 matches

by Dani1
Thu Mar 08, 2012 4:28 pm
Forum: Estimation
Topic: Forecasting and evaluating a proportional hazard model
Replies: 0
Views: 2326

Forecasting and evaluating a proportional hazard model

Dear all, (I'm using Eviews 7) I have programmed a proportional hazard model using the following code: ' declare params to estimate with initial values coef(3) b = 0 coef(1) a = 1 coef(1) g = 1 ' setup likelihood for Loglogistic Proportional Hazard model logl llllph llllph.append @logl loglllph ' de...
by Dani1
Fri Mar 02, 2012 5:20 pm
Forum: Estimation
Topic: Proportional hazard model with weibull distribution
Replies: 4
Views: 5518

Re: Proportional hazard model with weibull distribution

There's a c= option. I have tried both (using different starting values for alpha and gamma and using a small convergence value of 1e-5) but both dont seem to work. Perhaps I could estimate a Cox proportional hazard model instead. Do you happen to know where I can find Eviews code for that? Thanks ...
by Dani1
Fri Mar 02, 2012 5:09 pm
Forum: Estimation
Topic: Proportional hazard model with weibull distribution
Replies: 4
Views: 5518

Re: Proportional hazard model with weibull distribution

Try different starting values and/or tightening the convergence criteria. Thanks for your fast reply. I have tried different starting values for the shape parameter gamma (g). This parameter by the way must be positive. The same goes for the slope parameter alpha (a) in the weibull distribution (I ...
by Dani1
Fri Mar 02, 2012 4:52 pm
Forum: Estimation
Topic: Proportional hazard model with weibull distribution
Replies: 4
Views: 5518

Proportional hazard model with weibull distribution

Hello all, I have the following problem. I've run a Proportional hazard model in order to examine the hazard rate (probability of a client cancelling his contract given that he has not canceled yet) using a log-logistic distribution with the following programming code: ' declare params to estimate w...
by Dani1
Sat Sep 24, 2011 12:58 am
Forum: Data Manipulation
Topic: Importing data from Excel without seeing the values
Replies: 5
Views: 5628

Re: Importing data from Excel without seeing the values

Hello, Thank you, I see now that my problem is solved. I installed Eviews again and it works now. The only other problem I had was that I got a smpl range error. But I found out why I got that. If you double click on range in the top corner of the workfile, you can change the workfile structure type...
by Dani1
Wed Sep 21, 2011 2:20 pm
Forum: Data Manipulation
Topic: Importing data from Excel without seeing the values
Replies: 5
Views: 5628

Importing data from Excel without seeing the values

Hello all, In Eviews 7 I have the following problem. I import Excel data via the "Foreign data as workfile" method. When doing so I encounter the problem of not seeing the values. Instead I get only NA's everywhere. Strangely enough I can make graphs and run regressions even though the val...

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