The RATS Software Forum

I have a sample which I need to break into 3 groups. I have done Chow Test for 2 groups, but never with 3 groups in RATS. Is there something wrong if I do the following in RATS? OPEN DATA "EXAMPLE1.xlsx" DATA(FORMAT=XLSX,ORG=COLUMNS) 1 167 COUNT FOR FREV FER OFM SET TPFE = FER *10 SET TPF...

Thank you for this. I really appreciate your help.

Thank you for SUR and NLLS. However I am not getting what I want in NLLS. Actually my Beta 2 is (1-G)/G . I have a condition that 0<G<=1 . Hence, 0<=(1-G)/G<+ infinity . The regression coefficient in RATS can take any value between negative infinity and positive infinity . Hence, if I define it in ...

Thank you, Tom. Two questions: 1. Can we use clustered standard errors in SUR? 2. I want to estimate the equation PFE = CONSTANT + EXP (LOG ((1-G)/G))* PFR + GAMMA*BPOF Here my second coefficient (Beta 2) is EXP (LOG ((1-G)/G)) and my third coefficient (Beta 3) is GAMMA. I don't have G, but when I ...

Dear, I want to perform SUR. The equations are working well, but getting error message during SUR. OPEN DATA "C:\Users\Example1.xlsx" DATA(FORMAT=XLSX,ORG=COLUMNS) 1 503 DIS FREV FErr OFQ SET PFE = FErr SET PFR = FREV SET FQTOTAL = (OFQ*50)/100 LINREG(CLUSTER=DIS) PFE #CONSTANT PFR FQTOTA...

Thank you.
I don't have a balanced panel, hence got an error message.

OPEN DATA "XXX.xlsx"
CALANDER (panel=21,d) 2010:10:03
DATA(FORMAT=XLSX,ORG=COLUMNS) 1 500 INDEX AB CD EF
LINREG(CLUSTER=INDEX) AB
#CONSTANT CD EF
@regpcse(method=phac,lags=1)

No need for the PFORM. And no. With the clustered standard errors, you don't use Newey-West---they're two distinct ways to deal with the serial correlation in the errors. (If you use both, CLUSTER takes precedence, so the LWINDOW=NEWEY gets ignored). Using LWINDOW=NEWEY helped me experiment with di...

Thank You very much. While writing the program for you, I missed one instrument. Apologies for that. I edited it. But your reply matches the corrected program above. Can I ask you something, please? I saw in one of the topics (maybe in 2011) you suggested the Driscoll Kraay Standard errors program ...

Hello! I am trying to do HAUSMAN TEST, but I am always getting the error message of redundant restrictions . It's been highlighted in RED below. I am attaching my RATS Program as well. I am not being able to get rid of the error message. OPEN DATA "CXYZ.xlsx" DATA(FORMAT=XLSX,ORG=COLUMNS) ...

Thank you. I am using the above program. My data starts at 01/10/2011. But RATS starts reading data from 10/10/2011. Again it is not reading the last 3/4 observations. Is there any reason for that? Sometimes I am finding it reads more observations than what I actually have, if I use many lags as ins...

Thanks. Exactly, I want to keep the data in the original daily form. If I do SET YM = %year(t)*12+%month(t) linreg(cluster=YM) ... # ... then do I still need to do a separate PFORM? If I don’t need to do PFORM then the final program is something like this: CALENDAR(D) 2011:10:01 ALL 27//2013:12:30 O...

Thanks. When you suggested the indexing with respect to time SET YM = %year(t)*12+%month(t ) in your previous comments, then it specifically indexed the number of observations in a way such that each month became separate from one another. I am planning to use the BLOCK command or the GROUP command ...

Apologies for that. I am trying to be explicit now. What I have is this: Taking January as an example. January has 31 days. I have a series of forecast. The first one beginning on 1st January for 31st January. Then I have a forecast made on 2nd January for 30th January. Going on I have a forecast ma...

Thanks. I tried that. That does not change anything from what I got previously. The same 536 indexed values. The new program is CALENDAR(D) 2011:10:01 OPEN DATA "D:\EXPERIMENT18072014\EXP18072014.RAT" DATA(FORMAT=RATS,ORG=COLUMNS,DATEFORM="Y/M/D") 2011:10:01 2013:12:30 FRN FEN OF...

Thanks. But still the same problem exists. The code now used is CALENDAR(D) 2011:10:01 OPEN DATA "D:\EXPERIMENT18072014\EXP18072014.RAT" DATA(FORMAT=RATS,ORG=COLUMNS,DATEFORM="Y/M/D") 2011:10:01 2013:12:30 FRN FEN OFQNT SET YM = %year(t)*12+%month(t) PFORM(indiv=YM) PFRN #FRN PFO...