The RATS Software Forum

Dear ALL; I am trying to do count data regression with panel data, basically following Greene textbook on fixed effect possion and negative binominal model. Estima has some sample code, and I followed that sample code, but could not finish. Can anyone looked at the code and give me some hints about ...

Dear Tom:
I have used the median target method by Fry and Pagan (2011). However, the point estimate of the impulse response are frequently outside of the confidence bands. Attached is the code and data, would you mind take a look at it and tell me how to address the issue? Thanks a lot!

I would like to display the different matrices, from my model, how do I do so? I would like to see (X'X)^-1, X'y, X'X LINREG Y 1946:01 2011:01 # Constant X1 X2 X3 X4 X5 X6 X7 X8 X9 X10 I have tried this for a more simple problem and have received this: ## MAT2. Matrices with Dimensions 15 x 2 and 15...

Thank you. You are correct I am doing this for illustrative purposes. Here is the code I was using, wasn't sure if it was the same test. linreg lny # constant lx2 lx3 lx4 lx5 TEST(ZEROS) # 4 5 When I run both test they have the same output for the F test, but it does not agree with my book. F = 1.12...

Using the F ratio '= [(R^2unrestricted - R^2restricted)/m]/[(1-R^2unrestricted)/(n-k)]' to test B4=B5=0.
How do I finish my code?
linreg lny
# constant lx2 lx3 lx4 lx5

What panel VAR technique do you need? If you are assuming a homogenous representation, you can handle it like any other VAR. Dear Tom: I have small N (n=7), relatively larger T ( t>100, for most of the cases). but not all the country has uniform number of observations. Assuming homogenous represent...

Dear Tom:
I am wondering if there is any sample code on panel VAR? And how to incorporate panel VAR with sign restrictions identification methods? Would you please give some hint?
Thank you very much,
Lian

Dear Tom: Thank you very much! It is great help! Lian Doing (potentially) millions of singular value decompositions revealed a minor problem in the %SVDECOMP function. The attached revision to the forcedfactor procedure will take care of that. You might also want to look at Todd Clark's code for doi...

[/quote] It looks as if you're not doing anywhere near enough subdraws. You have to remember that this is blindly picking directions in 7-space. If you're lucky, you'll get a draw which meets your first criterion about 10% of the time. With n2=500, that means that you have only about 50 shots at pic...

Dear Tom: I am following the sign restriction code of identifying multiple shocks simultaneously. But as you can see from the attached code and data, it works well for identifying two shocks, but does not work when I want to identify three shocks. I am wondering if there is something wrong with the ...