There were small differences between the two. When I did run in R an M-estimation of the bisquare type I almost got the exact same results as EViews. After closer inspection, I noticed that the EViews M-estimation I ran was of the bisquare type (vs. The only change over one-variable regression is to include more than one. Your data in excel file should be arranged in the following fashion (see File1Inteestrates-19902016). Estimate regression model from EViews worksheet. Import data from Excel to EViews worksheet, 2. Chiang) To work on EViews involves two steps: 1. This leads me to conclude that R is somewhat more flexible than EViews on this count. We do this using the Data analysis Add-in and Regression. The Procedures to run regression using EViews (T. I don't know why I could not run it at first with all the dummy variables in at once (maybe I did an error in coding). And, now I eventually could run my MM-estimation with all the dummy variables. I did that to observe when the MM-estimation model would break down. Next, I added just one single dummy variable at a time and each time I reran my MM-estimation. So, I reran my MM-estimation by first eliminating all my dummy variables. Y: This text, the EViews Command and Programming Reference, documents the use of com-mands in EViews, along with examples of commands for commonly performed operations, and provides general information about the command, programming, and matrix languages: The first chapter. Just as in EViews I got an error message stating the regression/simulation did not reach convergence after 20 iterations. Then, Federal Aviation Administration r10 ix. Similarly, I firt ran into trouble when attempting an MM-estimation. Just as in EViews I had no problem running an M-estimation. And, ran Robust Regression using R with MASS package using rlm() function. And, see if it is feasible.įollowing up on the above, I did just that. I may attempt to rerun MM-estimation in R. Get link Facebook Twitter Pinterest Email Other Apps Popular Posts Ular Guni Buruk. Eviews Help Estimating Robust Regression In Eviews.
HOW TO USE EVIEWS 10 TO RUN A REGRESSION HOW TO
However, I am unclear if this is a limitation of EViews or if this is truly an algorithm limitation. How To Run A Regression Using Eviews Eviews 8 1 Youtube.
HOW TO USE EVIEWS 10 TO RUN A REGRESSION SERIES
And, some of them do not have that many observations (8 consecutive ones out of a time series data with 217 observations). The forum moderator indicated that if a model has the presence of dummy variables without that many observations, such estimations may not reach convergence and generate the error as mentioned above. Invariably, I run into the same error.Īt an EViews forum, another fellow ran into the exact same problem for both MM-estimation and S-estimation. But, every time I run a Robust Regression MM-estimation I run into the same error: "Maximum number of singular subsamples reached." I have played around with the MM-estimation specifications by increasing/decreasing number of iterations, convergence level, etc. I can easily run a Robust Regression M-estimation. I am now attempting to run Robust Regressions (EViews calls them Robust Least Square). I have developed a fairly simple multivariate regression econometrics model.