parameter initialisation

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paolo.zanghieri
Posts: 34
Joined: Wed Mar 05, 2014 10:52 am

parameter initialisation

Postby paolo.zanghieri » Thu Aug 26, 2021 2:14 am

Hi,
I am trying to estimate an ordered model using a panel dataset. I'd like to add country dummies with the @expand(id01) command. I initialised the parameter but when i run the prg it seems that this is ignored. Is the model too complex? (wf and prg attached)
thanks a lot
Attachments
panelmodel.wf1
(12.9 MiB) Downloaded 31 times
2_panelmodel_ord_test.prg
(1.4 KiB) Downloaded 28 times

EViews Matt
EViews Developer
Posts: 505
Joined: Thu Apr 25, 2013 7:48 pm

Re: parameter initialisation

Postby EViews Matt » Thu Aug 26, 2021 3:15 pm

Hello,

Ordered models have an extra degree of freedom I believe, so this may be an instance of the dummy variable trap. Try @expand(var01, @droplast) instead.

paolo.zanghieri
Posts: 34
Joined: Wed Mar 05, 2014 10:52 am

Re: parameter initialisation

Postby paolo.zanghieri » Mon Aug 30, 2021 4:53 am

It works
thanks a lot


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