EViews.com

Thanks!

Is average over orderings, or anything similar for finding relative importance of regressors, available in eViews? R has a package that computes 6 metrics for finding the relative importance of each regressor in a regression. http://www.empowerstats.com/manuals/paper/glm_relaimpo.pdf Would this be d...

Any additional insight as to how to get partial (or sequential based on largest t-stat) sum of squares for each explanatory variable.

I believe these are referred to as Type I (sequential) and Type II (partial) in SAS. Not entirely sure on that however.

Does EViews calculate the partial sum of squares or sequential sum of squares for variables?

Does something like this even coincide with the basic tenets methodology of OLS?

As commonly known, things change over time. If I have time series data (dependent variable and a few explanatory variables) that span 20 years (quarterly data, so 80 or so observations), the observations that occurred 20 years ago will have the same impact on the model as the observations that occur...

Which type of type would I be selecting then? Inverse std dev? Inverse variance? Std dev? Variance? My weight series (which is loaded up as series "WEIGHT" in my workfile) exponentially goes from 1 to 388.02 (82 observations, 20+ years of quarterly data). So in otherwords, I want the last ...

If I am running a time series OLS regression, and I want to place more emphasis on the most recent observations, how do I go about doing that? I have an exponential weighting series(1.07, 1.15, 1.23, 1.32, 1.41, 1.52, etc...), but I am not sure how to implement this into EViews. I know that there is...

Do you have any additional information about how to do this?

I'd be looking to get the partial sum of squares for each variable placed into a matrix. That would be optimal, but more importantly I just need these values.

Assuming they aren't correlated, is the only way to figure out their individual contribution to the R2 figure by stepping each variable into the regression one at a time?


Take a peek at the attachment picture - does that seem logical?

Does anyone know of a way to calculate this in EViews? I am trying to find the individual contribution of each beta coefficient to the overall R2 of the model. In other words, if a model has 4 statistically significant explanatory variables, how much does each one of those contribute to the model as...

Alright, I've switched it around so it is pumping all of the coefficients into a table. How do I program the table to automatically populate labels for the rows and columns?

Hopefully you (Gareth) remember this program. Do you know how I can get the names of the explanatory names to show up in the Matrix (as opposed to R1, R2, R3, .....)?

Now I'm trying to figure out how to rearrange my matrix so that the rows and columns are transposed (how you assumed they were, so explanatory variables are the columns). Which aside from the lines referring to the matrix, which other ones need to be altered?

You are amazing. Thank you very much.