The RATS Software Forum

I have a very urgent problem in relation to opening an xls file in Rats 7.3. When I try and open my data the program crashes. I have attached both the program code and my dataset file. The data is organized in rows, running annually from 1971 to 2011. I have remembered to save my excel file as a &qu...

Once again, thank you very much for the help Tom. I changed the instruction to set instead of compute in case 3. And of course the strange looking figure in case 2 must come from the fact that I draw from a Cauchy distribution which as far as I remember does not have finite moments. Especially the v...

Thanks again for the help.Feeling like a moron here. I think I may see what you're getting at. I've rewritten the code and attached it. As you can see I have also tried to graph the normalized betahats. I've done the same to the code for the two other cases. But even if the code is correct I get wei...

Hi, Tom. Thank you for the reply. I have changed the code like you said such that I use the set instruction before the loop and compute inside the loop. I seems to work for the beta coefficients. However, I am also supposed to create the expression: sqrt(n)*(betahat-beta) and see whether that conver...

Hi, Tom. Thank you very much for helping me here. I changed the code a little bit so that it looks like this: compute ndraws = 10000 compute iobs=100 allocate iobs compute beta1=0 compute beta2=1 do draws=1,ndraws set x = %ran(1.0) set u = %ran(2.0) set y = beta1+beta2*x+u linreg(noprint) y # consta...

Hi, I'm totally new at this programme having started using it yesterday. I am faced with a simple problem of having to simulate a linear model: Yi=Beta1+Beta2Xi+Ui where Xi and Ui are independent and i.i.d. And Beta1 must be set equal to zero and Beta1 equal to 1. I am supposed to draw the Xi's and ...