I had a program that was working fine under EViews7 but returned NAs for the estimation output of a quantile regression under EViews8. It seems to be the case that qreg returns NAs when the coefficient vector c is set to NA prior to the estimation. In the small example program (attached) I wanted to set c = NA because I was saving the coefficient estimates from different regressions with different number of regressors in a separate vector. If one regression has more regressors than the next then c will contain coefficients from the previous regression. Therefore the c = NA.
I noticed that setting c = 0 instead of c = NA will work, i.e. qreg will return coefficient estimates. But in my case, c = 0 is not the same information as c = NA.
I just installed the current patch (March 17, 2014)
best regards
Zeno Adams
qreg estimation returns NA when coefficient vector c is NA
Moderators: EViews Gareth, EViews Moderator
-
Zeno Adams
- Posts: 1
- Joined: Wed Dec 19, 2012 8:43 am
qreg estimation returns NA when coefficient vector c is NA
- Attachments
-
- exampleprog.prg
- (505 Bytes) Downloaded 295 times
-
- exampledat.wf1
- (134.3 KiB) Downloaded 242 times
-
EViews Glenn
- EViews Developer
- Posts: 2682
- Joined: Wed Oct 15, 2008 9:17 am
Re: qreg estimation returns NA when coefficient vector c is
Sorry. We were incorrectly using the C coefficient vector for the default settings instead of only on request. I've posted a fix and it will appear in the next update.
Who is online
Users browsing this forum: No registered users and 2 guests
