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standardized regressing coefficients in a system regression,
Posted: Mon May 03, 2010 9:38 am
by kerenc
Hi,
Does anyone knows how can i get standardized regressing coefficients in a system regression, using EVIEWS (version 6)??
I highly appreciate any help .
Thanks,
keren
Re: standardized regressing coefficients in a system regression,
Posted: Mon May 03, 2010 9:43 am
by EViews Gareth
There is no in-built procedure for this. You'll have to calculate them manually.
Re: standardized regressing coefficients in a system regression,
Posted: Mon May 03, 2010 10:18 am
by kerenc
how? can someone specify the code for a system?
the code for 1 regression:
'PERFORM REGRESSION
equation eq1.ls {%seriesname} {%groupname}
!count={%groupname}.@count
vector(!count) sbetas
!stdevY = @stdev({%seriesname})
for !i=1 to !count
%name={%groupname}.@seriesname(!i)
!stdevX=@stdev({%name})
sbetas(!i)=eq1.@coefs(!i) * ( !stdevX/ !stdevY )
next
how do I do it in a system regression estimaton?????.
HELP please