Search found 8 matches
- 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...
- 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...
- 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...
- 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...
- 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.
I downloaded also your data and will analyze it when i have time.
- 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 ...
- 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...
- 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.
