Bayesian model averaging
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 EViews Developer
 Posts: 149
 Joined: Fri Sep 03, 2010 7:57 am
Bayesian model averaging
This thread is about the BMA addin which accounts for model uncertainty associated with variable selection.
Re: Bayesian model averaging
Hi, I'm trying to use the BMA EViews addin for model averaging (already used the R counterpart package successfully). Also went through some pages of the Command Reference (pp. 154 onwards) on the requirements to properly run the BMA addin. I think I've checked all necessities already (rscproxy, statconnDCOM, and R). Couldn't 'sync' it though, for example when I tried the StatConnector Test the error "Method ~ of object '~' failed" kept on showing itself.
Also tried to use a version of RandFriends that I found for an easier install. I thought the bma() EViews function would already work but after a little waiting time a different error poppedup ("R (for bma<bic.glm(x,...) returned an error; evaluation stopped because of an error"). Could you give some specific recommendations for BMA to work properly in EViews? Thank you.
Also tried to use a version of RandFriends that I found for an easier install. I thought the bma() EViews function would already work but after a little waiting time a different error poppedup ("R (for bma<bic.glm(x,...) returned an error; evaluation stopped because of an error"). Could you give some specific recommendations for BMA to work properly in EViews? Thank you.

 Fe ddaethom, fe welon, fe amcangyfrifon
 Posts: 13114
 Joined: Tue Sep 16, 2008 5:38 pm
Re: Bayesian model averaging
Sounds like you got it working, it just doesn't work on your particular data.
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Re: Bayesian model averaging
Hi Gareth. I tried a different EViews workfile, a simple one with 74 time series observations with 15 variables. Utilized the needed commands (e.g. xopen()) to maintain the connection to make sure. My target was to regress a response variable on the rest of the series. The required window appeared after clicking "Addins" >>> "BMA for GLM/LM". However after writing the series names on the pertinent box and pressing "OK", the error "R (for 'temp_EViews_depvar') returned an error; internal error: unsupported data format passed to interpreter." popped up.
Tried it using the "bma(method=LM ..." technique as well but I'm getting the same error. Can you advise on a possible workaround to this issue? Is it still possible to execute bayesian model averaging using the BMA addin despite this?
Thanks,
Edward
Tried it using the "bma(method=LM ..." technique as well but I'm getting the same error. Can you advise on a possible workaround to this issue? Is it still possible to execute bayesian model averaging using the BMA addin despite this?
Thanks,
Edward

 Posts: 5
 Joined: Thu Sep 12, 2013 10:35 am
Re: Bayesian model averaging
Dear Sir,
I have some trouble when I try to use the BMA addin with Eviews.
When I try to run a regression, Eviews send me an error message "StatConnectorSrv.StatConnector is not connected".
I downloaded the latest version of R and of the BMA package.
Thank you for your help,
Jamel
I have some trouble when I try to use the BMA addin with Eviews.
When I try to run a regression, Eviews send me an error message "StatConnectorSrv.StatConnector is not connected".
I downloaded the latest version of R and of the BMA package.
Thank you for your help,
Jamel

 Fe ddaethom, fe welon, fe amcangyfrifon
 Posts: 13114
 Joined: Tue Sep 16, 2008 5:38 pm
Re: Bayesian model averaging
You need to get statconnector working properly. Follow the instructions for installing RExcel here:
http://homepage.univie.ac.at/erich.neuw ... to_install
http://homepage.univie.ac.at/erich.neuw ... to_install
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 Posts: 5
 Joined: Thu Sep 12, 2013 10:35 am
Re: Bayesian model averaging
Thank you very much for your help, now it's work perfectly with some data downloaded thanks to getmacrodata addin.
Jamel
Jamel
Re: Bayesian model averaging
Hi,
When I tried to run the BMA addin in EViews 8, EViews prompts me the error message "No external connection is open." Any clues why this message is shown, and how to resolve this problem? Thanks.
When I tried to run the BMA addin in EViews 8, EViews prompts me the error message "No external connection is open." Any clues why this message is shown, and how to resolve this problem? Thanks.

 Fe ddaethom, fe welon, fe amcangyfrifon
 Posts: 13114
 Joined: Tue Sep 16, 2008 5:38 pm
Re: Bayesian model averaging
Do you have R properly installed and working?
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Re: Bayesian model averaging
Hi everybody (I hope that someone will see this post!)
When I am trying to run BMA the following message appears: "StatConnectorSrv.StatConnector is not registered".
I have downloaded all the necessary libraries in R.
I tried to use the linked suggested before (http://homepage.univie.ac.at/erich.neuw ... to_install),
but I got totally lost!
Any ideas?
Thanks.
When I am trying to run BMA the following message appears: "StatConnectorSrv.StatConnector is not registered".
I have downloaded all the necessary libraries in R.
I tried to use the linked suggested before (http://homepage.univie.ac.at/erich.neuw ... to_install),
but I got totally lost!
Any ideas?
Thanks.
Re: Bayesian model averaging
Hi, Gareth,
The link you gave is not active anymore. Could you give a valid link please?
Thanks!
The link you gave is not active anymore. Could you give a valid link please?
Thanks!

 Fe ddaethom, fe welon, fe amcangyfrifon
 Posts: 13114
 Joined: Tue Sep 16, 2008 5:38 pm
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