EViews.com

Ok, I'll look into equation objects. The attraction of pool was the variety of options. Thanks.

Ok, think I follow that. So, is the message is that in order to get a 'pure' estimate of @group coefficients and the underlying regression diagnostics e.g R-squared values/Wald tests, ALL of the identifiers must be allocated across the @group definitions? Otherwise, series which are omitted from the...

Not sure I follow now. The regression coefficients for G1 and G2,each of which consist of a single series, stay the same with and without the new series in the pool. What impact does the additional series have, other than on the regression diagnostics? There is no impact on the G1 or G2 coefficients...

So why does the R-squared change in the multiple regression when there are three series in the workfile - one of which is not used in the regression, as does the Wald test result?

I have added an extra series to the workfile and have re-run the pool regression with both original variables - see POOL_EQN_G1_G2_3SERIES. Note how the R-squared has changed as has the value of the mean dep variable. The Wald_test2 conclusion also changes i.e. no difference in the coefficients, whe...

Attached is the Eviews file with the two series and the output. R-squared vals are different for the pool estimation and the LS estimation. Also note the difference in the number of included obs in each pool/LS regression and the mean value of the dependent variable. The Wald test now gives a differ...

Hi Gareth, The function works fine, however. I ran an OLS regression from within the pool for a single series, compared this with a direct LS estimation and obtaimed identical coefficients. However, the R-squared values were totally different. Looking at the statistics for the dependent variable, in...

Many thanks Gareth, perfect!

I would welcome an example how the pool group/series is created for this function and how it can be used. Thanks.