Resampling problem
Posted: Sat Sep 03, 2011 7:43 am
Hello, I am trying to resample residuals in a panel with countries and Quarters as units. I have one series containing all observations for the residuals. I want the residuals to only be resampled within a country and hence have written the following code:
smpl 1960q1 2007q4
equation gls_fixed_y.ls(wgt=cxdiag,cx=f,cov=cxwhite) gdp gdp(-1) gdp(-2) gdp(-3) gdp(-4) gc(-1) gc(-2) gc(-3) gc(-4) c
genr gls_resid_fixed_y = resid
rndseed(type=mt) 1234567
for %country Argentina Armenia Australia Belgium Botswana Brazil Bulgarie Canada Chile Colombia Croatia Czech Denmark Ecuador El_Salvador Estonia Finland France Germany Greece Hungary Iceland Ireland Israel Italy Latvia Lithuania Malaysia Mexico Netherlands Norway Peru Poland Portugal Romania Slovak Slovenia South_Africa Spain Sweden Thailand Turkey UK Uruguay US
smpl @all if gls_resid_fixed_y<>NA
gls_resid_fixed_y.resample(outsmpl=@all if countries ="{%country}" ) gdp_a_{%country} gc_a_{%country}
next
The output files I get are empty though, and hence only contain NA as observations. Does anyone have an idea why this might be the case?
Thank you!
smpl 1960q1 2007q4
equation gls_fixed_y.ls(wgt=cxdiag,cx=f,cov=cxwhite) gdp gdp(-1) gdp(-2) gdp(-3) gdp(-4) gc(-1) gc(-2) gc(-3) gc(-4) c
genr gls_resid_fixed_y = resid
rndseed(type=mt) 1234567
for %country Argentina Armenia Australia Belgium Botswana Brazil Bulgarie Canada Chile Colombia Croatia Czech Denmark Ecuador El_Salvador Estonia Finland France Germany Greece Hungary Iceland Ireland Israel Italy Latvia Lithuania Malaysia Mexico Netherlands Norway Peru Poland Portugal Romania Slovak Slovenia South_Africa Spain Sweden Thailand Turkey UK Uruguay US
smpl @all if gls_resid_fixed_y<>NA
gls_resid_fixed_y.resample(outsmpl=@all if countries ="{%country}" ) gdp_a_{%country} gc_a_{%country}
next
The output files I get are empty though, and hence only contain NA as observations. Does anyone have an idea why this might be the case?
Thank you!