estimate coefficients partially

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remuct
Posts: 37
Joined: Fri May 12, 2017 6:47 am

estimate coefficients partially

Postby remuct » Sun Nov 24, 2024 7:49 pm

Hi,
I have a system of equations, say,
y1 = c(1) + a(1)*x1 + a(2)*x2
y2 = c(2) + a(3)*x1 + a(4)*x2
The coefficients a(1) to a(4) are stored in a coefficient vector located in the workfile. These coefficients should not be re-estimated, only the coefficients c(1) and c(2) must be estimated. How can I instruct Eviews to prevent re-estimation of the coefficients a? I want to avoid explicitly writing out their numerical values since the coef vector a has a large dimension.
Thank you for your help

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13600
Joined: Tue Sep 16, 2008 5:38 pm

Re: estimate coefficients partially

Postby EViews Gareth » Mon Nov 25, 2024 6:55 am

Store a in a vector object, not a coef object.

remuct
Posts: 37
Joined: Fri May 12, 2017 6:47 am

Re: estimate coefficients partially

Postby remuct » Mon Nov 25, 2024 10:07 am

Thank you Gareth, this addresses my concern. The solution was so simple...


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