Search found 15 matches

by tanghaar
Mon Aug 15, 2011 5:49 pm
Forum: Estimation
Topic: Multiequation non-linear least square estimation
Replies: 27
Views: 14428

Re: Multiequation non-linear least square estimation

Thanks for your time, mate :) I'm myself is about to go to bed.. 3 am here. Ill give a short redo of what im trying to do and what data i got. I might have missed explaining the last one. I got the wage level, total income level and the housing stock in all 78 regions (W, Y, H). Furthermore, I got t...
by tanghaar
Mon Aug 15, 2011 4:50 pm
Forum: Estimation
Topic: Multiequation non-linear least square estimation
Replies: 27
Views: 14428

Re: Multiequation non-linear least square estimation

It might be it. I have one value for the left hand side for region j, with j being 1,2,3,...,78. So a total of 78 equations. Then I have (for each equation) a constant, a multiple to the log (a(1)*log(.. ) and inside the log parenthesis I take the sum of the product of some data points. However, eac...
by tanghaar
Mon Aug 15, 2011 4:29 pm
Forum: Estimation
Topic: Multiequation non-linear least square estimation
Replies: 27
Views: 14428

Re: Multiequation non-linear least square estimation

I guess Im trying to sum across series: First data point in Y, multiplied with first data point in W, mulitplied .... H, multiplied..... Djr PLUS second data point in Y, mulitplied with Second data poitn in W, .... and so fourth. In other terms: log(w_j)= a_0 + a_1*log( Sum( Y_r^a_2 * W_r^a_3 * H_r^...
by tanghaar
Mon Aug 15, 2011 4:17 pm
Forum: Estimation
Topic: Multiequation non-linear least square estimation
Replies: 27
Views: 14428

Re: Multiequation non-linear least square estimation

Okay. Ill give it a days rest and see if I can figure something out in R :) Otherwise I might go back here again.

But just last: What did you mean by 'crossed wires' in the case that I want to find and correct the error?

Thanks :)
by tanghaar
Mon Aug 15, 2011 4:07 pm
Forum: Estimation
Topic: Multiequation non-linear least square estimation
Replies: 27
Views: 14428

Re: Multiequation non-linear least square estimation

No, but that was because I could not sum them and you said I probably had to do in manually, which I have done now. But with that, I have written all data into the equations instead of EViews getting it from the workfile. So all data is in the equations and from there I want to use NLS to find the '...
by tanghaar
Mon Aug 15, 2011 3:56 pm
Forum: Estimation
Topic: Multiequation non-linear least square estimation
Replies: 27
Views: 14428

Re: Multiequation non-linear least square estimation

Hm. It does not include time series, but it includes data series/observations. I thought it was irrelevant if it was time series, when it was OLS/NLS. The procedure must be the same?
by tanghaar
Mon Aug 15, 2011 3:37 pm
Forum: Estimation
Topic: Multiequation non-linear least square estimation
Replies: 27
Views: 14428

Re: Multiequation non-linear least square estimation

What do you mean by 'wires crossed'?

I sorta want to stick to EViews, since I know that the best..
Thanks :)
by tanghaar
Mon Aug 15, 2011 3:19 pm
Forum: Estimation
Topic: Multiequation non-linear least square estimation
Replies: 27
Views: 14428

Re: Multiequation non-linear least square estimation

Hello again! I have now made all the 78 equations manually and each looks more or less like the one shown below. Now I get an 'unmatched parenthesis' error. I have went through the equation and I cannot see that I miss either a left or a right parenthesis, so what is wrong? :) And beside that proble...
by tanghaar
Mon Aug 15, 2011 10:59 am
Forum: Estimation
Topic: Multiequation non-linear least square estimation
Replies: 27
Views: 14428

Re: Multiequation non-linear least square estimation

Okay thanks man. Now I have atleast reached some sort of conclusion. I have went through three statistical packages (R, SPSS and EViews) and havent been able to solve my problem yet. Seems like I have to kill my self to get the results :)

Cheers :)
by tanghaar
Mon Aug 15, 2011 10:55 am
Forum: Estimation
Topic: Multiequation non-linear least square estimation
Replies: 27
Views: 14428

Re: Multiequation non-linear least square estimation

Well, Im 100 % sure that the values I put in is wrong. I just know that they are close to the real values. My understanding of the iteration that is done in NLS is that it is improved when it has good guesses as starting value. So if im writing 7.4 instead of c(5), then it doesnt change it, does it?...
by tanghaar
Mon Aug 15, 2011 10:46 am
Forum: Estimation
Topic: Multiequation non-linear least square estimation
Replies: 27
Views: 14428

Re: Multiequation non-linear least square estimation

Okay thanks. Ill take a thinking break to see if there is some easier way - otherwise ill just start brute force :)

Btw. If I want to specify starting values for the iteration of the c(x) in 'system'. What should I do then?
by tanghaar
Mon Aug 15, 2011 10:43 am
Forum: Estimation
Topic: Multiequation non-linear least square estimation
Replies: 27
Views: 14428

Re: Multiequation non-linear least square estimation

I'll just ask the question another way, just to double check. I have the following data: y98 w98 h98 D1 9.96 133891 10050 0 2.13 173459 135764 87 4.94 141515 5484 113 6.73 158883 7784 81 . . . . . . . . . . . . So, I what I will have to do with each equation is this: 9.96^c(3)*133891^c(4)*10050^c(5)...
by tanghaar
Mon Aug 15, 2011 10:29 am
Forum: Estimation
Topic: Multiequation non-linear least square estimation
Replies: 27
Views: 14428

Re: Multiequation non-linear least square estimation

I want to take the sum of their products, such that Y_1^a_2 * W_1^a_3 * H_1^a_4 * e^(D_j,1 * a_5) + Y_2^a_2 * W_2^a_3 * H_2^a_4 * e^(D_j,2 * a_5) + ... + Y_78^a_2 * W_78^a_3 * H_78^a_4 * e^(D_j,78 * a_5).

The above is for one of the 78 equations btw.
by tanghaar
Mon Aug 15, 2011 8:57 am
Forum: Estimation
Topic: Multiequation non-linear least square estimation
Replies: 27
Views: 14428

Re: Multiequation non-linear least square estimation

So far I have tried with this, but I get error with the @rsum saying that it lags Group argument (this is only sample for 20 first equations): log(_98w1) = c(1) + c(2)*log(@rsum(y98^c(3)*y98^c(4)*y98^c(5)*exp(d1*c(6)))) log(_98w2) = c(1) + c(2)*log(@rsum(y98^c(3)*y98^c(4)*y98^c(5)*exp(d2*c(6)))) log...
by tanghaar
Mon Aug 15, 2011 6:13 am
Forum: Estimation
Topic: Multiequation non-linear least square estimation
Replies: 27
Views: 14428

Multiequation non-linear least square estimation

Hello, I'm finishing my bachelor thesis and I'm stuck at writing the estimation equation into EViews (vers. 7). I'm going into Object -> New Object -> Equation -> OLS (NLS...). Here, where I have to write the equation that I want to estimate I get stuck. I simply do not know how to actually write it...

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