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Panel data Coefficient Variance Decomposition Bug?


Panel data Coefficient Variance Decomposition Bug?

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I have one issue : as you can see from attached file eq02 on previous posts, the regression specification has coefficients (c(1) to c(5)) jointly multiplying the regressors. For example : (1-exp(c(1))@trend)*c(2)*(1-c(3))*LOG(Saving_rate*100)

Do you have any idea how are we to interpret the Variance Decomposition results within this setting ?
Thank you.


Average Cross-sectional Regression in Panel Data Structure

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Do you have a lot of series in your equation?


how to do wilcoxon Test

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Have you performed the test yet?


Average Cross-sectional Regression in Panel Data Structure

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Dear Glenn,
No, i have a panel data set. I want to estimate those my models to see how the coefficient changes with respect to specifications.


Panel Least Squares estimation method Nonlinear optimization algorithm

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As you have experienced, that specification can't really be estimated with these data. I've played around with it a bit and it looks as though there's an identification problem as the C(3) coefficient wants to go off to infinity.

Our older panel code only supports one type of nonlinear estimation technique (in contrast to the newer standard equation nonlinear estimation implementation) so I've converted your problem into a non-panel workfile (by generating a YLAG and TREND variable in the panel, then unstructuring), and then running a modified equation on an unstructured workfile. I can get convergence with BFGS, but the standard errors and gradients suggest that the model isn't estimated with any precision.

In short, I think the parameters of the model are not well identified (collinearity in a nonlinear setting).

One last comment. I can't really read your Word specification so I'm not certain that the EViews spec you are estimating matches what you have there. You should probably double check that just to be sure.


DCCGARCH11

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Could you provide data and clear instructions on how to replicate. That would help a great deal. Thanks.


Average Cross-sectional Regression in Panel Data Structure

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I meant, are there a lot of variables in the regression specification. There are different ways of doing this and the best will depend on your specification.

If you want to post your workfile and a description of the equation, that might be a useful approach.



Panel Least Squares estimation method Nonlinear optimization algorithm

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Understood, my sincere thanks for your elaborate effort and explanations. At least we now know there exists collinearity.

About your last comment : 1) specification was uploaded in workfile in my previous post within nls equation object.

2) I ran a comprehensive simulation via program and for these starting values the algorithm converged c(1)-c(5) : 0.01, 1.8, 0.1, 0.7, 0.4
I'm attaching workfile having converged results in eqn object eq01. Not all coeff are significant but two are and additional one more is very close.
The reason I was checking for collinearity was that very few convergence existed and most of them are out of range for theory.

BR
acemi


Average Cross-sectional Regression in Panel Data Structure

Aesthetic failure

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This isn't really a bug, but folks really aren't paying as much attention to appearances as a certain *someone* used to.

Note:
(a) The tick labels all end in 1 instead of zero, which is silly.
(b) The legend blocks the view of the last tick label.

Capture.PNG



Aesthetic failure

Aesthetic failure

Fama-MacBeth regression

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you mean in every research we have this problem? because in all researches in this area, balance sheet data are annual but return data are monthly.


Fama-MacBeth regression

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The question you asked is about frequency conversion/interpolation, not Fama-MacBeth.



extracting r-square from table

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Sorry to bother on simple programming question.
On OLS results table, what is best way to extract R-squared output and put it in a results matrix. I tried results (1,1) =eq1.ls @cor
but this didn't work.

Thanks.


extracting r-square from table

extracting r-square from table

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Thanks.
using v.9.5
for adjusted r-square what is the instruction? is it a-r2
Also, hoping you can get pie charts into graphing on new v10.


extracting r-square from table

VAR nonstationary series

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