Set parameter values

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kungal
Posts: 5
Joined: Sat Mar 13, 2010 3:07 am

Set parameter values

Postby kungal » Sat Mar 13, 2010 3:14 am

Does anyone know how I can set the value of a coefficient?? I have the following regression:
y=a+b_1 x(-1) + b_2 x(-2) + b_3 x(-3) + b_4 x(-4)
and I want to set the values of several of the coefficients e.g. b_1 will be equal to 0.15786. Any help would be greatly appreciated

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13603
Joined: Tue Sep 16, 2008 5:38 pm

Re: Set parameter values

Postby EViews Gareth » Sat Mar 13, 2010 9:29 am

Just take the variable with the fixed coefficient over to the other side.

For example, say you want to estimate

y=c(1)+c(2)*x1 + c(3)*x2

and you want to fix c(2) at 0.5, well that's the same thing as estimating:

y-0.5*x1 = c(1)+c(3)*x2

kungal
Posts: 5
Joined: Sat Mar 13, 2010 3:07 am

Re: Set parameter values

Postby kungal » Sun Mar 14, 2010 4:09 am

Thanks


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