Computing an output matrix with NA values
Posted: Sun Jan 31, 2010 7:46 am
Hi,
I am estimating several equations by OLS, and I want to compute the t-stats of the parameters in a single vector/matrix/table/whatever:
for !i = 1 to 20
matrix(!i,1) output_tstats
output_tstats(!i,1) = equation!i.@tstat(3)
However, some of the t-stats take the values NA as there is a singular matrix. Hence, when computing the output it stops at the first NA warning me with a message like "Not possible to divide by 0".
I tried several coding tricks to still compute the thing, but it doesnt work, the issue remains.
Does anyone has an idea on how to create such a sum-up of t-stats when some are NA? Eviews 4.1 does not seem to know how to deal with it.
Thanks
I am estimating several equations by OLS, and I want to compute the t-stats of the parameters in a single vector/matrix/table/whatever:
for !i = 1 to 20
matrix(!i,1) output_tstats
output_tstats(!i,1) = equation!i.@tstat(3)
However, some of the t-stats take the values NA as there is a singular matrix. Hence, when computing the output it stops at the first NA warning me with a message like "Not possible to divide by 0".
I tried several coding tricks to still compute the thing, but it doesnt work, the issue remains.
Does anyone has an idea on how to create such a sum-up of t-stats when some are NA? Eviews 4.1 does not seem to know how to deal with it.
Thanks