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ordered model

Posted: Sun Nov 21, 2010 5:09 pm
by maxchen
Hi, there may be some bugs here (ver 2010-11-11)

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%ex7 = "\Example Files\EV7 Manual Data" %ch26 = "\Chapter 26 - Discrete and Limited Dependent Variable Models" %wf = @evpath + %ex7 +%ch26 +"\order.wf1" wfopen %wf equation eq01.ordered danger body brain sleep c = 0 equation eq02.ordered(showopts) danger body brain sleep c = 0 equation eq03.ordered(showopts) danger = c(1)*body + c(2)*brain + c(3)*sleep 'by expression freeze(gfr) eq02.resids
then,
1 eq03 usese the current values in C as starting values, furthermore, the output does not report the limit
points
2 in graph gfr, the fitted value seems to be residuals+actual value, it seems no meaning

what's more, by point and click, select eq02, View -> Generalize residual graph, then the legend of the graph reads "standardized residual" not "generalized residual" (it is fine with V5.1)
one last concern, Eq26.23 on user manual, the gamma_{y_{i+1}} should be gamma_{y_{i}+1}. Note that y_{i+1} is not equal to y_{i}+1

Re: ordered model

Posted: Sun Nov 21, 2010 6:06 pm
by maxchen
hmm, just now I've found that the following command will cause error

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eq02.makelimits(v) lv 'cov of limit points
if I remove the comment, it will work

Re: ordered model

Posted: Mon Nov 22, 2010 10:59 am
by EViews Glenn
1. The eq03 *should* use the workfile starting values. All estimation using expression in EViews uses the workfile C...As to the display of coefficients, it's a bug that we introduced whilst fixing another one. We'll get a fix posted for it.

2. You are correct, the command should be disallowed for this view. Note that it is correctly removed from the interactive menus.

3. We'll take a look at that one. I'm surprised that it's changed from v6.

4. We'll fix the notation. Thanks for pointing this out.