Search found 8 matches

by bensamen
Mon Apr 29, 2013 3:20 am
Forum: Estimation
Topic: How to get marginal effects for a logit model
Replies: 4
Views: 7853

Re: How to get marginal effects for a logit model

binary y c x1 x2 x3 x4 x5 x6 x7 x8 x9 vector beta=@coefs vector(10) a a(1) =1 a(2) = @mean(x1) a(3) = @mean(x2) a(4) = @mean(x3) a(5) = @mean(x4) a(6) = @mean(x5) a(7) = @mean(x6) a(8) = @mean(x7) a(9) = @mean(x8) a(10) = @mean(x9) matrix xbar =@transpose(a) vector ihat=xbar*beta vector phat=@clogis...
by bensamen
Tue Feb 02, 2010 7:17 pm
Forum: Econometric Discussions
Topic: Unit root test ADF
Replies: 11
Views: 41095

Re: Unit root test ADF

First of all, there's no stupid questions here since it is a forum when we can discuss and help each other up. If you know that the series is nonstationary, how to conclude that it is I(1) or I(2)? Using the option 1st difference and 2nd difference like we did with level option? Yeah. I(1) means tha...
by bensamen
Tue Feb 02, 2010 6:53 pm
Forum: Econometric Discussions
Topic: URGENT: Estimation Gravity Model by Eviews
Replies: 10
Views: 17206

Re: URGENT: Estimation Gravity Model by Eviews

We often loosely use the term panel data to refer to any dataset that has both cross-sectional and time-series dimension. More precisely it’s only data following the same cross-section units over time. Otherwise it’s a pooled cross-section. After looking at your data, i can suggest to use cross sect...
by bensamen
Mon Feb 01, 2010 6:14 am
Forum: Econometric Discussions
Topic: time series study - data not stationary
Replies: 7
Views: 30710

Re: time series study - data not stationary

Hi, we use stationary test bcz most of macroeconomic time series are trended and therefore in most cases are non-stationary. The problem with non-stationary or trended data is that a standard OLS regression can lead to incorrect conclusions, in a case of a spurious regression for example. Since your...
by bensamen
Mon Feb 01, 2010 2:43 am
Forum: Econometric Discussions
Topic: URGENT: Estimation Gravity Model by Eviews
Replies: 10
Views: 17206

Re: URGENT: Estimation Gravity Model by Eviews

You can use panel data analysis to estimate your gravity model. Please follow this link on creating a panel workfile http://forums.eviews.com/viewtopic.php?f=7&t=74

I downloaded also your data and will analyze it when i have time.
by bensamen
Fri Jan 29, 2010 1:52 pm
Forum: Econometric Discussions
Topic: Unit root test ADF
Replies: 11
Views: 41095

Re: Unit root test ADF

Hey, First, dont forget that plotting data and observing the graph is sometimes useful bcz it can clearly indicate the presence or not of deterministic regressors. However, we practically proceed as follow when doing a ADF uroot test. 1. Estimate the most general model with trend and intercept. And ...
by bensamen
Wed Jan 27, 2010 7:39 am
Forum: Econometric Discussions
Topic: Dummy variables
Replies: 3
Views: 10940

Re: Dummy variables

Hey, I think that u're trying to estimate an ancova model. It stands for analysis of covariance and is a general linear model with one continuous (quantitative) dependent variable and one or more qualitative and quantitative independent variables. 1. Qualitative variables are like sex and race (in y...
by bensamen
Tue Jan 19, 2010 3:48 am
Forum: Econometric Discussions
Topic: Co-integration
Replies: 1
Views: 4267

Re: Co-integration

We usually use logarithm in time series data in order eliminate the non-stationary of the variance and to reduce the sum squared resid.

Go to advanced search