"param" versus "coefficient.fill"
Posted: Thu Feb 11, 2016 8:08 am
I would initialize a SSpace giving the model some starting values. The natural way would be by using the “param” command. The problem with this is that (my understanding is) it can only take numbers.
My starting values are the results of some calculations, so I prefer (to have all the stuff automatic) to give names (“scalar” to be precise) to this values. In this way I can’t use “param”.
My take is that I can fill (“mycoefficientsvector.fill”) the coefficient vector eViews creates once a new wf is created. And this is exactly what I did and it works.
The point is that the final coefficient estimates are different (even if the differences are not so large) if I use the first or the second option.
Can anyone explain me why? What is the difference between the two methods?
Thanks,
Marco
My starting values are the results of some calculations, so I prefer (to have all the stuff automatic) to give names (“scalar” to be precise) to this values. In this way I can’t use “param”.
My take is that I can fill (“mycoefficientsvector.fill”) the coefficient vector eViews creates once a new wf is created. And this is exactly what I did and it works.
The point is that the final coefficient estimates are different (even if the differences are not so large) if I use the first or the second option.
Can anyone explain me why? What is the difference between the two methods?
Thanks,
Marco