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Re: Weighted Statistics in pooled model
Posted: Wed Mar 05, 2014 9:56 am
by EViews Gareth
What does "with gaps" mean?
Re: Weighted Statistics in pooled model
Posted: Sun Mar 16, 2014 11:48 pm
by irulishka
for example:
Y
1 - 1 -0.400171165
1 - 2 1.481536087
1 - 3 NA
1 - 4 0.218367129
1 - 5 -0.785769492
2 - 1 -0.161817373
2 - 2 NA
2 - 3 -0.402386973
2 - 4 0.837537202
2 - 5 -1.366318013
3 - 1 0.591972882
3 - 2 0.490477648
3 - 3 0.409391605
3 - 4 NA
3 - 5 0.137311174
Re: Weighted Statistics in pooled model
Posted: Mon Mar 17, 2014 7:50 am
by EViews Gareth
I'm confused - is Y a series or a vector?
Re: Weighted Statistics in pooled model
Posted: Mon Mar 17, 2014 11:03 pm
by irulishka
Y - seria with gaps.
I mast calcumate meanDV by formula @mean(@inverse(@cholesky(w))*y), but y with gaps? fnd afret useing this formula Eviews report me error message: "Size do not match in matrix function".
What I mast do?
Re: Weighted Statistics in pooled model
Posted: Tue Mar 18, 2014 8:23 am
by EViews Gareth
What is W?
Re: Weighted Statistics in pooled model
Posted: Tue Mar 18, 2014 10:50 pm
by irulishka
W is symmetric weights matrix [15x15]
Re: Weighted Statistics in pooled model
Posted: Wed Mar 19, 2014 8:00 am
by EViews Gareth
EViews drops the NAs when converting from a series to a vector automatically. You'll have to use the stomna command to first do the conversion yourself.