Non-Linear Regression and Dummy Variables
Posted: Wed Oct 03, 2012 7:11 am
Hi,
I'm new to EViews and this forum. Hopefully, I've posted this on the right board.
I am really struggling with a number of regressions I need to carry out. I would really appreciate any advice or help.
My Dependent Variable is Delay (D) and my Explantory Variable is Capacity Use (Cap). The idea being that as Capacity Use increases so does the level of Delay.
I have a data set with 256 Observations. These are for 1 Route which is divided into 16 sections. Each section has 16 different observations (which equate to different times of the day). Note, some of my Delay observations are 0 so I can't use logs.
I have a number of equations that I need to test.
A Linear one :-
D=a+(b*Cap) where a is a section coefficient and b is a route coefficient.
I have been able to run this in eviews using the input.
D c Cap @expand(section, @dropfirst)
with 'section' in the data set being an id code showing which section an observation belongs to.
This gives me individual values and results for each of the 16 sections ('a's) and an overall value and result for the 1 overall route (the 'b').
However, I also have 2 non-linear equations and E Views returns an error when I try and use @expand with a non-linear equation.
My equations are:-
D=a*exp(b*Cap) and D=a*Cap^b
So How do I do what I want to do in EViews (its EViews 7 by the way)?
Any advice on how to tackle this would be greatly appreciated.
Regards
John
I'm new to EViews and this forum. Hopefully, I've posted this on the right board.
I am really struggling with a number of regressions I need to carry out. I would really appreciate any advice or help.
My Dependent Variable is Delay (D) and my Explantory Variable is Capacity Use (Cap). The idea being that as Capacity Use increases so does the level of Delay.
I have a data set with 256 Observations. These are for 1 Route which is divided into 16 sections. Each section has 16 different observations (which equate to different times of the day). Note, some of my Delay observations are 0 so I can't use logs.
I have a number of equations that I need to test.
A Linear one :-
D=a+(b*Cap) where a is a section coefficient and b is a route coefficient.
I have been able to run this in eviews using the input.
D c Cap @expand(section, @dropfirst)
with 'section' in the data set being an id code showing which section an observation belongs to.
This gives me individual values and results for each of the 16 sections ('a's) and an overall value and result for the 1 overall route (the 'b').
However, I also have 2 non-linear equations and E Views returns an error when I try and use @expand with a non-linear equation.
My equations are:-
D=a*exp(b*Cap) and D=a*Cap^b
So How do I do what I want to do in EViews (its EViews 7 by the way)?
Any advice on how to tackle this would be greatly appreciated.
Regards
John