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starting values with interval and condition
Posted: Fri Jan 08, 2016 4:58 am
by ch2324
hi,
how can start values (param) with the interval with this cases:
1/c(1)=[0.1; 0.6], inside interval (take values betwwen 0.1 to 0.6)
2/c(1)=]0.1; 0.6[, outside interval (not from 0.1 to 0.6)
3/c(1)=]0.1; 0.6] all values limited at 0.6
4/c(1)=[0.1; 0.6[ from 0.1 and all outhers values
5/c(1)‹0.2
6/c(1)‹=0.2
7/c(1)›0.5
8/c(1)›=0.5
9/c(1)=0.2 just take one value
i seen than i can include a line that begins with param:
param c(1) 0.2 c(2) 0.3.....etc
can you help me
Re: starting values with interval and condition
Posted: Fri Jan 08, 2016 9:04 am
by EViews Gareth
Not really sure what you want here.
You want to generate random numbers between those values and use those random numbers as starting values?
Re: starting values with interval and condition
Posted: Fri Jan 08, 2016 10:16 am
by ch2324
i have this model
y c x1 x2 x3
1st case:
c(1)=0.2 take just 0.2
c(2) and c(3) and c(4) between [0.2; 0.6]
2nd case
c(1)...c(4) just take value outside ]0.2; 0.6[
3rd case:
c(1)....c(4)‹=0.6
can i make that the coef take value or take the value between interval.
you understood me.
Re: starting values with interval and condition
Posted: Fri Jan 08, 2016 10:36 am
by EViews Gareth
ok, so you're not talking about starting values at all? You just want to impose restrictions on the final estimated values?
Re: starting values with interval and condition
Posted: Fri Jan 08, 2016 12:45 pm
by ch2324
i can restrict this to use wald test after estimation the model, but how can starting values in this case.
1/c(1)=[0.1; 0.6], c(1) take value just in this interval
2/c(1)=[0.1; 0.6], c(1) take value out side this interval
3/c(1)=]0.1; 0.6] all values limited at 0.6
4/c(1)=[0.1; 0.6[ from 0.1 and all outhers values
5/c(1)‹0.2
6/c(1)‹=0.2
7/c(1)›0.5
8/c(1)›=0.5
9/c(1)=0.2 just take one value
for example for the first case, c(1) should be starting value from 0.1 to 0.6, the second case c(1) should start by value out side [0.1; 0.6].

Re: starting values with interval and condition
Posted: Fri Jan 08, 2016 1:09 pm
by startz
i can restrict this to use wald test after estimation the model, but how can starting values in this case.
1/c(1)=[0.1; 0.6], c(1) take value just in this interval
2/c(1)=[0.1; 0.6], c(1) take value out side this interval
3/c(1)=]0.1; 0.6] all values limited at 0.6
4/c(1)=[0.1; 0.6[ from 0.1 and all outhers values
5/c(1)‹0.2
6/c(1)‹=0.2
7/c(1)›0.5
8/c(1)›=0.5
9/c(1)=0.2 just take one value
for example for the first case, c(1) should be starting value from 0.1 to 0.6, the second case c(1) should start by value out side [0.1; 0.6].

param c(1) 0.3
param c(1) -0.3
That does what you said, but I doubt it's what you want.
Re: starting values with interval and condition
Posted: Sat Jan 09, 2016 1:14 pm
by ch2324
i mean that i can put limits on estimated coefficient values in my linear regression.
Re: starting values with interval and condition
Posted: Sat Jan 09, 2016 1:26 pm
by EViews Gareth
So, again, you are not talking about starting values at all?
http://forums.eviews.com/viewtopic.php?f=4&t=48&p=99