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parameter initialisation

Posted: Thu Aug 26, 2021 2:14 am
by paolo.zanghieri
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

Re: parameter initialisation

Posted: Thu Aug 26, 2021 3:15 pm
by EViews Matt
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.

Re: parameter initialisation

Posted: Mon Aug 30, 2021 4:53 am
by paolo.zanghieri
It works
thanks a lot