"param" versus "coefficient.fill"

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fioramanti
Posts: 5
Joined: Thu Nov 27, 2014 4:09 am

"param" versus "coefficient.fill"

Postby fioramanti » Thu Feb 11, 2016 8:08 am

I would initialize a SSpace giving the model some starting values. The natural way would be by using the “param” command. The problem with this is that (my understanding is) it can only take numbers.
My starting values are the results of some calculations, so I prefer (to have all the stuff automatic) to give names (“scalar” to be precise) to this values. In this way I can’t use “param”.
My take is that I can fill (“mycoefficientsvector.fill”) the coefficient vector eViews creates once a new wf is created. And this is exactly what I did and it works.
The point is that the final coefficient estimates are different (even if the differences are not so large) if I use the first or the second option.
Can anyone explain me why? What is the difference between the two methods?
Thanks,
Marco

EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: "param" versus "coefficient.fill"

Postby EViews Glenn » Tue Feb 16, 2016 10:28 pm

There shouldn't be differences. Can you provide a workfile with an example?

fioramanti
Posts: 5
Joined: Thu Nov 27, 2014 4:09 am

Re: "param" versus "coefficient.fill"

Postby fioramanti » Wed Feb 17, 2016 9:02 am

Yes, Attached.


Marco
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EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: "param" versus "coefficient.fill"

Postby EViews Glenn » Wed Feb 17, 2016 10:29 am

Where is the param example? When you used param, to what precision did you enter the values?

fioramanti
Posts: 5
Joined: Thu Nov 27, 2014 4:09 am

Re: "param" versus "coefficient.fill"

Postby fioramanti » Wed Feb 17, 2016 4:42 pm

The line with param (commented) is just above coefficient.fill. uncomment the first and comment the second. It is just one prg with both options. I know it could be (in part) a matter of approximation, but it shouldn' produce this difference (in think). The precision is as much as I can read from the reference paper.


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