Robustreg

For questions about EViews Add-ins available from the EViews Add-ins webpage. Note each add-in available on our webpage will have its own individual thread.

Moderators: EViews Gareth, EViews Moderator, EViews Esther

EViews Esther
EViews Developer
Posts: 149
Joined: Fri Sep 03, 2010 7:57 am

Robustreg

Postby EViews Esther » Thu Oct 07, 2010 2:58 pm

This thread is about the Robustreg add-in that perform robust regression computation by using the method of iteratively re-weighted least squares.

[Document typo] Page 1: replace n+p-1 with n-p-1
Attachments
Capture.JPG
Capture.JPG (12.71 KiB) Viewed 29029 times

Panny13
Posts: 8
Joined: Mon Nov 22, 2010 6:41 pm

Re: Robustreg

Postby Panny13 » Mon Nov 22, 2010 6:58 pm

Hi

I am trying to download the Robustreg Add-In but I can only download it in ".aipz" format which cannot be identified. Can you please give me some guidance?

Thank you in advance

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13415
Joined: Tue Sep 16, 2008 5:38 pm

Robustreg

Postby EViews Gareth » Mon Nov 22, 2010 8:29 pm

You need EViews 7.1
Follow us on Twitter @IHSEViews

esquivelmm
Posts: 9
Joined: Thu Jul 21, 2011 3:07 pm

Re: Robustreg

Postby esquivelmm » Thu Jul 21, 2011 3:14 pm

Hi. I downloaded and instaled the robustreg add-in. Where do I find documentation about how to use it?

Regards
Manfred.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13415
Joined: Tue Sep 16, 2008 5:38 pm

Re: Robustreg

Postby EViews Gareth » Thu Jul 21, 2011 3:15 pm

From the Add-ins Menu, click on Manage Add-ins. Select the add-in you're interested in, then hit the "docs" button.
Follow us on Twitter @IHSEViews

esquivelmm
Posts: 9
Joined: Thu Jul 21, 2011 3:07 pm

Re: Robustreg

Postby esquivelmm » Thu Jul 21, 2011 3:33 pm

Found it! I'm on it by now. Thanks!

esquivelmm
Posts: 9
Joined: Thu Jul 21, 2011 3:07 pm

Re: Robustreg

Postby esquivelmm » Fri Jul 22, 2011 2:53 pm

Hello, I am now running test regressions with the robustreg add-in. Single equation of this form y c x x(-1), that is y is my dependent, there is a constant and the explanatory variables are X and the first lag of X. I am using the default weight function (bisquare). When I run the add-in I get this message: "_SE01 is not found". What does this mean? I got some output but I am afraid the iterative processes might have stopped after the first iteration.

EViews Esther
EViews Developer
Posts: 149
Joined: Fri Sep 03, 2010 7:57 am

Re: Robustreg

Postby EViews Esther » Fri Jul 22, 2011 4:51 pm

To make a long story short, I would say that the current version of Robustreg addin cannot work with series with NA values (please note that the first element of "x(-1)" is NA).
This problem can be easily adjusted. Please reintall the Robustreg addin. Thank you.

ROSSINL
Posts: 25
Joined: Sun Jul 11, 2010 10:43 pm

Re: Robustreg

Postby ROSSINL » Fri Aug 12, 2011 5:55 am

Hi,

Using the @expand function for including dummy variables does not work with this add-on.
The available space for specifying an equation is also too limited for me. Is there a way to solve these issues?

Thanks

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13415
Joined: Tue Sep 16, 2008 5:38 pm

Re: Robustreg

Postby EViews Gareth » Fri Aug 12, 2011 8:00 am

There probably isn't any limit on the size of the expression you can use if you use the command line version, rather than the dialog.
Follow us on Twitter @IHSEViews

ROSSINL
Posts: 25
Joined: Sun Jul 11, 2010 10:43 pm

Re: Robustreg

Postby ROSSINL » Fri Aug 12, 2011 9:59 am

Thank you for the suggestion, in the command line it works.
However, the @expand function still does not work, I get the error "RSV is not defined". Bug in the program or currently not supported?

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13415
Joined: Tue Sep 16, 2008 5:38 pm

Re: Robustreg

Postby EViews Gareth » Fri Aug 12, 2011 10:20 am

Just not supported.
Follow us on Twitter @IHSEViews

esquivelmm
Posts: 9
Joined: Thu Jul 21, 2011 3:07 pm

Re: Robustreg

Postby esquivelmm » Wed Aug 31, 2011 3:39 pm

Hi, I am running the add-in but if I try to include several lags of an explanatory variable by using the standard command line x(-1 to -2) then I receive the message: "RSV is not identified". When I include the same lags of the explanatory but listed separately x(-1) x(-2) then it works fine.
I need to run a large number of different specifications (basically changing the lag structure) of several equatons, so it will really help if the add-in can manage the usual x(-1 to -j) list of explanatory variables

EViews Esther
EViews Developer
Posts: 149
Joined: Fri Sep 03, 2010 7:57 am

Re: Robustreg

Postby EViews Esther » Fri Sep 02, 2011 8:27 am

As you mentioned, the list of variables should be specified separately: e.g. x(-1) x(-2).

esquivelmm
Posts: 9
Joined: Thu Jul 21, 2011 3:07 pm

Re: Robustreg

Postby esquivelmm » Fri Sep 09, 2011 11:25 am

Hello, now I'm receiving the message “_SE01 is not defined” in some of my regressions. I cannot figure it out why since I am running regressions with the same data but aggregated differently. I have 1, 5, 10 and 15 minutes versions of the same data and I’ve got the problem in the 1 and 5 minutes versions. My regressions include up to 5 lags of the explanatory variables which initially was a problem that was solved (see my first post on this add-in)


Return to “Add-in Support”

Who is online

Users browsing this forum: No registered users and 1 guest