Search found 16 matches

by Dave_the_Forecaster
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.
by Dave_the_Forecaster
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?
by Dave_the_Forecaster
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...
by Dave_the_Forecaster
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...
by Dave_the_Forecaster
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...
by Dave_the_Forecaster
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...
by Dave_the_Forecaster
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?
by Dave_the_Forecaster
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...
by Dave_the_Forecaster
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?
by Dave_the_Forecaster
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.
by Dave_the_Forecaster
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 ...
by Dave_the_Forecaster
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...
by Dave_the_Forecaster
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...
by Dave_the_Forecaster
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...
by Dave_the_Forecaster
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 ? :)

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