SHAZAM Questions and Answers (Q&A) - RSS feedhttp://community.econometrics.com/questions/SHAZAM Econometrics, Statistics and Analytics Communityen<font color="white">Copyright <b>SHAZAM Analytics, 2018</b></font>Tue, 06 Aug 2013 18:27:43 +0000How to estimate translog production functions?http://community.econometrics.com/question/218/how-to-estimate-translog-production-functions/i want to estimate a translog production function, i used ols, but want to estimate elasticity of variable, how can i do this? and how can print or see the exact mount of variables used in estimation?homaTue, 23 Aug 2011 02:02:39 +0000http://community.econometrics.com/question/218/Creating DW P-Value for nonlinear regressionhttp://community.econometrics.com/question/263/creating-dw-p-value-for-nonlinear-regression/I'm attempting to follow the instructions on page 245 of the SHAZAM User's Reference Manual (version 8.0) to calculate a p-value for the Durbin-Watson statistic for a nonlinear regression. I have a system of 4 equations.
my code for the pvalue generation:
*generate a linear pseudomodel for each equation & compute D-W p-value <br>
MATRIX YBAR1=drProfit-YHAT1+O*X
SAMPLE 3 41
OLS YBAR1 O / NOCONSTANT DWPVALUE
But i get this warning (not the missing value one, the 'variable is a constant' one):
|_*generate a linear pseudomodel for each equation & compute D-W p-value
|_MATRIX YBAR1=drProfit-YHAT1+O*X
...WARNING..MISSING VALUE CODE=-99999. WAS FOUND AND USED IN THIS CALCULATION
|_SAMPLE 3 41
|_OLS YBAR1 O / NOCONSTANT DWPVALUE
REQUIRED MEMORY IS PAR= 62 CURRENT PAR= 22480
OLS ESTIMATION
39 OBSERVATIONS DEPENDENT VARIABLE= YBAR1
...NOTE..SAMPLE RANGE SET TO: 3, 41
...WARNING..VARIABLE O IS A CONSTANT
DURBIN-WATSON STATISTIC = 1.73518
DURBIN-WATSON POSITIVE AUTOCORRELATION TEST P-VALUE = 0.122293
NEGATIVE AUTOCORRELATION TEST P-VALUE = 0.877707
does anyone know if that warning is an automatic one that is generated when 'noconstant' is used in OLS, or if it's something more? any tips greatly appreciated, especially any about using this DWPVALUE method for nonlinear regressions.
m crandallTue, 06 Aug 2013 18:27:43 +0000http://community.econometrics.com/question/263/How to get standardized regression coefficients?http://community.econometrics.com/question/248/how-to-get-standardized-regression-coefficients/do you know how to get standardizedâ€™ regression coefficients? do you know an easy way to add it to OLS. Shazam options maybe ???
JackWed, 17 Oct 2012 18:34:35 +0000http://community.econometrics.com/question/248/What can cause multicollinearity in OLS?http://community.econometrics.com/question/196/what-can-cause-multicollinearity-in-ols/**A SHAZAM User asked:**
I am a student at XXX University and am using the Shazam program to create a hedonic pricing model of laptops for a fourth year course.
My problem is that I have used dummy variables to signify the makers of each laptop. When I try to perform the OLS function, I get a message saying "Matrix Inversion failed in row 19". " This usually indicates perfect multicollinearity with variable constant".
I have searched the internet to no avail for an answer. When I run the regression without the dummy variables, the OLS works. How can I perform OLS on my data including the dummy variables? Do I have to specify that they are dummy variables somewhere in the code?
SHAZAMHelpWed, 06 Apr 2011 13:52:00 +0000http://community.econometrics.com/question/196/How to calculate the determinant?http://community.econometrics.com/question/230/how-to-calculate-the-determinant/How to compute the determinant of PCOV after ols
for example
ols y x z / PCOV
JackFri, 25 Nov 2011 16:05:25 +0000http://community.econometrics.com/question/230/Residual variancehttp://community.econometrics.com/question/223/residual-variance/Hi
How to save the residual variance from OLS? JackThu, 27 Oct 2011 11:43:37 +0000http://community.econometrics.com/question/223/ols estimationhttp://community.econometrics.com/question/221/ols-estimation/hi,
i was just wondering if anyone could tell me how to use the PCOV option with the ols command?
thankyou,
maitri.maitriFri, 07 Oct 2011 17:16:52 +0000http://community.econometrics.com/question/221/