Non-linear least squares in Eviews

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.

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londonphd
Posts: 37
Joined: Fri Oct 23, 2015 11:39 am

Non-linear least squares in Eviews

Postby londonphd » Fri Apr 17, 2020 8:51 am

Hello,

I am trying to estimate the following non-linear model via the Estimation Equation menu:

Code: Select all

logy = c(3)+(1/c(2))*log((((eal*x1)^c(1)+(eak*x2)^c(1))^(c(2)/c(1))+(eae*x3)^c(2)))
I selected LS- Least Squares (NLS and ARMA) from the list of methods. Is this the correct option for NLS modes in Eviews?

But I am getting "Insufficeint number of observations" message, though, the data has 215 observations.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13586
Joined: Tue Sep 16, 2008 5:38 pm

Re: Non-linear least squares in Eviews

Postby EViews Gareth » Fri Apr 17, 2020 8:53 am

Yes that is the correct menu item.

Make sure the starting values (located in the C vector in the workfile) are sensible, and that you don't have NAs etc... in your data.

londonphd
Posts: 37
Joined: Fri Oct 23, 2015 11:39 am

Re: Non-linear least squares in Eviews

Postby londonphd » Fri Apr 17, 2020 9:23 am

Thanks Gareth, works like a charm.


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