Hello,
Variance decomposition for eq02 is attached within workfile as table fi_coefvardecomp.
Somehow eviews displays coefficients (c1 to c5) rather than regressors themselves in the table.
How are we to determine multicoll between regressors with this table please comment.
Thank you
Panel data Coefficient Variance Decomposition Bug?
Moderators: EViews Gareth, EViews Moderator
Panel data Coefficient Variance Decomposition Bug?
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EViews Gareth
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Re: Panel data Coefficient Variance Decomposition Bug?
Your equation was specified by coefficient, not by regressors.
Re: Panel data Coefficient Variance Decomposition Bug?
So how can i interpret the results any idea.
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EViews Gareth
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13584
- Joined: Tue Sep 16, 2008 5:38 pm
Re: Panel data Coefficient Variance Decomposition Bug?
Match up C(1) with the C(1) in the equation output.
Re: Panel data Coefficient Variance Decomposition Bug?
OK I matched it and then does it give me info on multicorrelation of c(1)'s regressor with other coefficient's regressors for example ?
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EViews Gareth
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13584
- Joined: Tue Sep 16, 2008 5:38 pm
Re: Panel data Coefficient Variance Decomposition Bug?
I have one issue : as you can see from attached file eq02 on previous posts, the regression specification has coefficients (c(1) to c(5)) jointly multiplying the regressors. For example : (1-exp(c(1))@trend)*c(2)*(1-c(3))*LOG(Saving_rate*100)
Do you have any idea how are we to interpret the Variance Decomposition results within this setting ?
Thank you.
Do you have any idea how are we to interpret the Variance Decomposition results within this setting ?
Thank you.
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