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Multiple Beta testing

Posted: Wed Sep 08, 2010 9:44 am
by DB916
Hey everyone,

I need to generate an equation in the form:

y = a + 'sum of' 'Beta"i" * [( X) - D]

Couldnt write the sum of sign here but it is sum of i=1 to i=6 of Beta "i"

X contains a 2 variables which takes on a value at a certain time in the observation

D is the dummy variable.

How would I generate the equation above? Like what command? I need to gave all 6 betas as well as producing a series so i can plot a scatter graph.

Any ideas? Thanks

Multiple Beta testing

Posted: Wed Sep 08, 2010 12:20 pm
by EViews Gareth
If I'm following properly, I don't think what you're trying to do is possible mathematically. You appear to have 7 unknowns (a, b1, b2, b3, b4, b5, b6) and only 2 regressors (constant and X-D).