EViews.com

Hi,

I'm sure this is a very elementary question for anyone who is experienced in graphical analysis using Eviews: I need to make distribution plots of data where the relative frequency is indicated by a series rather than by the number of records in the data set. So, for example, I'd like to make density plots or histograms of x (which is not really a continuous variable, but takes on many sequential discrete values) against its frequency, which would be indicated by a weighting variable y times the frequency of observations.

Sorry if this is elementary, but I didn't see a "weighting" option or the like for any of the distributional plots, and I failed to find an appropriate description in the help files.

Any ideas?

Many thanks,
R.

Unfortunately, EViews doesn't support frequency weighted data in very many places (really, only in GLM estimation at the moment).

Thanks, Glenn.

I'm not looking for estimation procedures, though -- but rather graphical diagnostics. I need to create a categorical version of the variable of interest: grouping a variable that ranges from 1 - ~500 into several logical groups according to the underlying frequency distribution within the data. (Eventually, this will feed into a multinomial discrete choice model). Since I'll have to define these categories myself, I want to make sure my delineations reflect meaningful breaks in the data. Since the data set I'm working with is very large, the best way I know to make such determinations is to look at the relative frequency of each value. However, there's a lot of noise when the dependent variable values are compared on one-step intervals, so it would be really useful to have a kernel density plot or a histogram, or other ideas for visualizations that would smooth over this noise a bit.

Thanks!
Rachel