Search found 16 matches
- Fri Nov 14, 2014 3:52 am
- Forum: Estimation
- Topic: Compoenents Variance in Random Effects models
- Replies: 3
- Views: 4373
Re: Compoenents Variance in Random Effects models
Hmm, makes sense. Thanks very much Glenn.
- Mon Nov 10, 2014 2:37 am
- Forum: Estimation
- Topic: Compoenents Variance in Random Effects models
- Replies: 3
- Views: 4373
Re: Compoenents Variance in Random Effects models
Any Eviews master willing to help out with this question?
- Wed Oct 22, 2014 3:30 am
- Forum: Estimation
- Topic: Compoenents Variance in Random Effects models
- Replies: 3
- Views: 4373
Compoenents Variance in Random Effects models
Hi all, This should hopefully be fairly simple to answer. When runnning a panel regression with random effects, Eviews offers a few different methods to calculate the variance of the error components. Swamy-Arora and Wansbeek-Kapteyn (which I've taken to be the Amemiya method) involve first performi...
- Thu Mar 20, 2014 8:02 am
- Forum: Data Manipulation
- Topic: Matrix Manipulation/Sorting
- Replies: 1
- Views: 2958
Matrix Manipulation/Sorting
Hi, I have a large matrix (at least 10k rows) which contains multiple rows populated with NAs. I want to export this matrix to Excel without the NAs (I'm working with file size restrictions). My initial idea was to simply sort the matrix by any of the columns, thus gathering all the NAs at either th...
- Fri Nov 15, 2013 7:24 am
- Forum: Estimation
- Topic: How do I assign more weight to certain variables?
- Replies: 2
- Views: 3437
Re: How do I assign more weight to certain variables?
On a (not so) similar topic, I've been trying to devise a method by which I can assign more 'weight' to certain cross-sections in a panel regression. The idea being that when the coefficients are estimated, rather than using all cross-sections equally, the estimates are biased in such a way that the...
- Wed Oct 30, 2013 3:32 am
- Forum: Programming
- Topic: Control Variables already defined in nested FOR loop
- Replies: 1
- Views: 2984
Control Variables already defined in nested FOR loop
Hi, sorry if someone has posted a topic about this already. I've written the following loop: %series_list = "econ1 econ2 econ3" For %portfolio port1 port2 port3 For %model test1 test2 test3 test4 %temp= "%" + %portfolio + "_" + %model wfopen {%temp} %current_wf1=@wfname...
- Fri Oct 04, 2013 9:03 am
- Forum: Econometric Discussions
- Topic: Unintuitive Wald Test Results
- Replies: 4
- Views: 9274
Re: Unintuitive Wald Test Results
Thanks for replying.
So I shouldn't be drawing any conclusions from the individual t-statistics, rather, I should only trust the 'collective' results of the Wald test?
So I shouldn't be drawing any conclusions from the individual t-statistics, rather, I should only trust the 'collective' results of the Wald test?
- Fri Oct 04, 2013 6:32 am
- Forum: Econometric Discussions
- Topic: Unintuitive Wald Test Results
- Replies: 4
- Views: 9274
Unintuitive Wald Test Results
Hi, I have estimated an equation with the following results: Variable | Coefficient | Std. Error | t-Statistic | Prob. C(1) | 0.125698 | 0.157044 | 0.800397 | 0.423700 C(2) | 0.765549 | 0.851063 | 0.899522 | 0.368700 C(3) |-0.163058 | 0.320517 |-0.508735 | 0.611100 C(4) |-0.003991 | 0.106239 |-0.037...
- Wed Oct 02, 2013 8:45 am
- Forum: Econometric Discussions
- Topic: Intercept terms for Random Effects model
- Replies: 1
- Views: 3502
Re: Intercept terms for Random Effects model
Anyone got any thoughts on this one?
- Wed Oct 02, 2013 8:37 am
- Forum: Programming
- Topic: Using @recode within a FOR loop
- Replies: 2
- Views: 3455
Re: Using @recode within a FOR loop
Thanks. Turns out it was a simple mis-specified sample earlier in the program.
I was under the impression that the @recode command ignored the current workfile sample and relied solely on the 'if' condition entered as an argument.
I was wrong.
I was under the impression that the @recode command ignored the current workfile sample and relied solely on the 'if' condition entered as an argument.
I was wrong.
- Mon Sep 30, 2013 2:29 am
- Forum: Programming
- Topic: Using @recode within a FOR loop
- Replies: 2
- Views: 3455
Using @recode within a FOR loop
Hi, I've written a program (the entirety of which I can't share, unfortunately) which has an irritating quirk. All works as intended the first time it is run on a workfile, but if it is run again I get an issue where it seems like the @recode command isn't doing what I want. Can anyone see an issue ...
- Tue Sep 17, 2013 4:12 am
- Forum: Programming
- Topic: Cross section and period Fixed effects view command
- Replies: 3
- Views: 4360
Re: Cross section and period Fixed effects view command
I have had to do this occasionally. Could be made so much simpler if only we were able to freeze the equation view. Anyway, try this (just change %eq and %cx_id): %eq="equation01" 'equation name %cx_id="region" 'cross-section identifier series smpl @all series cxid=@crossid %eq_s...
- Thu Sep 12, 2013 2:09 am
- Forum: Econometric Discussions
- Topic: Intercept terms for Random Effects model
- Replies: 1
- Views: 3502
Intercept terms for Random Effects model
I've estimated several equations using panel regression with random effects. Each of these equations contain some "cross-section specific" variables (there's probably a more technical name for these!), i.e. variables which vary across the cross-sections as well as varying through time. Whe...
- Fri Sep 06, 2013 5:45 am
- Forum: Programming
- Topic: String arguments to @cumsum
- Replies: 1
- Views: 2988
String arguments to @cumsum
Hi, I have a programming niggle that I'm hoping someone on here can help with. I have several dates saved as strings: %snap1="2013Q4" %snap2="2014Q4" 'etc etc I need to use the function @cumsum within a loop, using various combinations of the above dates as the sample restriction...
- Mon Aug 19, 2013 9:00 am
- Forum: Programming
- Topic: Retrieve List of Scenarios from a Model
- Replies: 3
- Views: 3522
Re: Retrieve List of Scenarios from a Model
OK thanks Gareth.
Is that subliminal advertising for Eviews 8 ? :)
Is that subliminal advertising for Eviews 8 ? :)
