EViews.com

Posted: **Sun Dec 12, 2010 7:36 pm**

EViews V7.1 b2010-12-02


%ex7 = "\Example Files\EV7 Manual Data\"
%ch26 = "Chapter 26 - Discrete and Limited Dependent Variable Models"
%wf = @evpath + %ex7 +%ch26 +"\strike.wf1"
wfopen %wf

c = 0
equation eq13.count(d=b,showopts) numb = c(1) +c(2)*ip +c(3)*feb	'by expression, here EViews use its own starting value

equation eq33.count(d=b,v=1) numb c ip feb	
equation eq36.count(d=b,v=1,h) numb c ip feb	'diff from eq33

my questions are:
1 according to http://forums.eviews.com/viewtopic.php?f=9&t=3351, "All estimation using expression in EViews uses the workfile C". However, eq13 does not uses the workfile C
2 the user manual II p291 say, "For the negative binomial QMLE, EViews by default reports the robust QMLE standard errors". However, the std errors in eq33 and eq36 are different

Posted: **Mon Dec 13, 2010 10:29 am**

1. I guess my off-the cuff forum comment about starting values wasn't correct for the count models. I had forgotten that we had added the expression form for these models recently.

2. The model you are estimating isn't the QML, it's the ML. You need to set a specific value for the QML parameter using the v parameter.

Posted: **Tue Dec 14, 2010 1:09 am**

there do have "v=1" in eq33 and eq36, or eq33 use other form of QML standard errors (not the Huber/White method)?

my summary: for negative binomial model
1 if v=num is given, the variance is fixed, thus not estimated by EViews. Otherwise estimated and reported as "SHAPE"
2 to QML, whether v=num is specified or not, option "h" should be specified to compute QML std errors.

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count model

count model

Re: count model

Re: count model