Weighted Statistics in pooled model

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

EViews Gareth
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Posts: 13585
Joined: Tue Sep 16, 2008 5:38 pm

Re: Weighted Statistics in pooled model

Postby EViews Gareth » Wed Mar 05, 2014 9:56 am

What does "with gaps" mean?

irulishka
Posts: 45
Joined: Fri Jun 03, 2011 9:38 am

Re: Weighted Statistics in pooled model

Postby irulishka » Sun Mar 16, 2014 11:48 pm

for example:
Y
1 - 1 -0.400171165
1 - 2 1.481536087
1 - 3 NA
1 - 4 0.218367129
1 - 5 -0.785769492
2 - 1 -0.161817373
2 - 2 NA
2 - 3 -0.402386973
2 - 4 0.837537202
2 - 5 -1.366318013
3 - 1 0.591972882
3 - 2 0.490477648
3 - 3 0.409391605
3 - 4 NA
3 - 5 0.137311174

EViews Gareth
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Re: Weighted Statistics in pooled model

Postby EViews Gareth » Mon Mar 17, 2014 7:50 am

I'm confused - is Y a series or a vector?

irulishka
Posts: 45
Joined: Fri Jun 03, 2011 9:38 am

Re: Weighted Statistics in pooled model

Postby irulishka » Mon Mar 17, 2014 11:03 pm

Y - seria with gaps.
I mast calcumate meanDV by formula @mean(@inverse(@cholesky(w))*y), but y with gaps? fnd afret useing this formula Eviews report me error message: "Size do not match in matrix function".
What I mast do?

EViews Gareth
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Re: Weighted Statistics in pooled model

Postby EViews Gareth » Tue Mar 18, 2014 8:23 am

What is W?

irulishka
Posts: 45
Joined: Fri Jun 03, 2011 9:38 am

Re: Weighted Statistics in pooled model

Postby irulishka » Tue Mar 18, 2014 10:50 pm

W is symmetric weights matrix [15x15]

EViews Gareth
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Re: Weighted Statistics in pooled model

Postby EViews Gareth » Wed Mar 19, 2014 8:00 am

EViews drops the NAs when converting from a series to a vector automatically. You'll have to use the stomna command to first do the conversion yourself.


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