Problems estimating regression

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

Curtarc1987
Posts: 2
Joined: Mon Jun 06, 2016 10:12 am

Problems estimating regression

Postby Curtarc1987 » Mon Jun 06, 2016 10:33 am

Dear forum users, I wish to run the following regression but I am having problems translating it to Eviews as it is different from all others I have run so far and the main problem is that instead of obtaining the coefficients for every variable (Y1, Y2, Y3, etc) as required by the study that I am performing, Eviews provides me only with the coefficients for the entire equation in parenthesis.

Image

I am sure I am not writing it correctly in Eviews because I am a very recent user so I would thank any help you could provide me on what to write on the Equation Estimation box in order to obtain what I need. Thanks in advance.
Attachments
Regressão eviews.docx
(21.34 KiB) Downloaded 213 times

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: Problems estimating regression

Postby EViews Gareth » Mon Jun 06, 2016 12:30 pm

Hard to know if you wrote it in EViews properly or not without knowing how you wrote it in EViews.

Curtarc1987
Posts: 2
Joined: Mon Jun 06, 2016 10:12 am

Re: Problems estimating regression

Postby Curtarc1987 » Mon Jun 06, 2016 1:00 pm

Thank you for answering me!

I entered it like this: (e1-e0)/b-1 c(1) divchange (c(2)+ndfed0+ndfed0*dfe0+pdfed0*dfe0)*dfe0 (c(3)+nced0+nced0*ce0+pced0*ce0)*ce0

After entering this Eviews provides me with the estimation output but (0.0222729488195801+NDFED0+NDFED0*DFE0+PDFED0*DFE0)*DFE0 appears as a single variable as well as (0.656795146590547+NCED0+NCED0*CE0+PCED0*CE0)*CE0, this is the ones inside the parenthesis. The thing is, I need to get each of them separately just as it is shown in the equation from my first post (coefficient for Y1, Y2, Y3, etc).

startz
Non-normality and collinearity are NOT problems!
Posts: 3798
Joined: Wed Sep 17, 2008 2:25 pm

Re: Problems estimating regression

Postby startz » Mon Jun 06, 2016 5:02 pm

Either write out the entire equation using equals and explicit coefficients, as in

Code: Select all

y = c(1) + (c(2)*x1 + c(3)*x2)*x4
or least all the coefficients out as in

Code: Select all

y c x1*x4 x2*x4


Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 2 guests