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Basic Estimation

Basic Regression Analysis

EViews has a very powerful and easy-to-use estimation toolkit that

allows you to estimate from the simplest to the most complex

regression analysis.

This tutorial explains basic regression techniques in EViews for single

equation regressions using cross-section data.

The main topics include:

Specifying and estimating an equation

Equation Objects (saving, labeling, freezing, printing)

Equation Output: Analyzing and Interpreting results

Multiple Regression Analysis

Estimation with Data Expressions and Functions

Post Estimation: Working with Equations

Hypothesis testing

Estimation Options (robust standard errors, weighted least squares)

2

Estimation: the Basics

Note: Information for examples in this portion of tutorial:

Data: Tutorial12_data.xls

Results: Tutorial12_results.wf1

Practice Workfile: Tutorial12.wf1

Description of Data File

Data_wf1 has the following data on 9,275 individuals*

Wealth net total financial wealth (in thousands of dollars)

Income annual income (in thousands of dollars)

Male dummy variable, equal to 1 if male, 0 otherwise

Married dummy variable, equal to 1 if married, 0 otherwise

Age age in years (minimum age in the dataset is 25 years).

Fsize family size; number of individuals living in the family.

4

* This data is from Wooldridge, Introductory Econometrics (4

th

Edition).

Equation Object: Specification and

Estimation

The Equation Object

Single equation regression estimation in EViews is performed using the

Equation Object.

There are a number of ways to create a simple OLS Equation Object:

6

1. From the Main menu,

select Object New

Object Equation.

2. From the Main menu, select Quick

Estimate Equation.

3. On the command window

type: ls

The Equation Box

In all cases, the Equation Estimation box appears.

You need to specify three things in this dialogue box:

1. The equation specification.

2. The estimation method.

3. The sample.

7

Specify your equation either by:

a) List

b) Formula (explained in future

tutorials)

Specify your estimation method

Specify your sample

Specifying an Equation by List

The easiest way to specify a linear equation is to provide a list of variables

that you wish to use in the equation.

8

Suppose that you would like to

know how well income explains

financial wealth.

To accomplish this, type in the

Equation Estimation box

1. The dependent variable (wealth).

2. c for constant.

3. The independent variable

(income).

Notice that all the entries are all

separated by spaces.

Specifying Equation by List (contd)

Alternatively, you can also create an Equation simply by selecting the

series and opening them as Equation.

9

To create an equation:

1. Select wealth and income by

clicking on these series in the

workfile (press CTRL to select

multiple series). Notice that you

need to select the independent

variable (wealth) first.

2. Right click and select Open

as Equation.

Specifying Equation by List (contd)

3. The Equation Estimation dialog box opens, listing your independent, dependent variables, and

the constant.

4. Click OK to estimate regression.

10

Estimation Method

After you specify the variable list, you

need to select an estimation method.

Click on the Method option, and you

see a drop-down menu listing the

various estimation method you can

perform in EViews.

Standard, single equation regression, is

performed using Least Squares (LS).

In this tutorial we will use Least Squares

and defer discussion of more advanced

estimation techniques in subsequent

tutorials.

11

Estimation Sample

The third item you need to specify in the equation box is the Sample.

You can specify the sample period in the sample space of the equation box.

For example, to estimate the following regression over the entire sample:

1. You need to include all observations (1 to 9275).

2. Click OK to estimate the regression. As seen in Equation Output, EViews has included

all observations when estimating this regression.

12

Estimation Sample (contd)

What if you want to estimate the effect of income on wealth, but only for a subset of

individuals, e.g., married men?

To target a specific sample you need to:

1. Specify the sample: in this case male and single so type: if married=1 and

male=1.

2. Click OK to estimate the regression. As seen in Equation Output, EViews has included

only a subset of total observations (534 obs.)

13

Equation Object:

Saving, Labeling, Freezing, Printing

Equation Objects:

Saving, Labeling, Freezing, Printing

After you estimate an equation, you can save the output.

15

To accomplish this task:

1. On the Equation box, click the

button on the top menu. The Object

Name dialog box opens.

2. Type the name of the equation (in this

case new_equation) and click OK.

3. The equation will appear in the workfile

window marked with the icon.

To accomplish this task:

1. Click the button on

the top menu of the

Equation Box.

Equation Objects:

Saving, Labeling, Freezing, Printing (contd)

If you want to save the equation output so that it wont ever change (even if

you re-estimate the regression), you can Freeze the results.

Freezing the equation makes a copy of the current view in the form of a table

which is detached from the Equation Object.

16

17

2. A table view of the equation

results opens up (shown to

the right).

3. You can save this table, by

clicking the button in

the Table Object and name

the table in the Object Name

box (shown below; in this

case we name it table_eq1).

Equation Objects:

Saving, Labeling, Freezing, Printing (contd)

Equation Output:

Analyzing and Interpreting Results

Equation Output

Lets analyze the results from our simple estimation, which includes only one

explanatory variable (income) and an intercept.

The Equation box has three main parts, which we will discuss in turn:

1. The top panel summarizes the input for the regression.

2. The middle panel summarizes information about regression coefficients.

3. The bottom panel provides summary statistics about the entire regression.

19

Top Panel

Middle Panel

Bottom Panel

Equation Output (contd)

The top panel provides information about regression inputs.

20

Element Description

Dependent Variable Denotes the dependent variables.

Method Denotes the method of estimation (least squares in this example).

Date/Time Shows the date and time when the regression was carried out.

Sample Shows the sample period over which the regression is carried out.

Included

Observation

Shows the number of observations included in estimation.

Equation Output (contd)

The middle panel provides information about the estimated coefficients.

21

Element Description

Coefficient Values Income coefficient measures the marginal contribution of income to

wealth.

C is the estimated constant (or intercept) of the regression.

Standard Errors Reports the standard errors of the coefficient estimates.

The larger the standard errors, the more noisy the estimates.

t-Statistic Reports the t-statistics, computed by dividing coefficient estimates

by their standard errors.

Is used to test whether the coefficient in that row equals zero.

Prob. (p-value) Reports probability of drawing a t-statistic as extreme as the one

actually estimated.

Is used to test whether the coefficient is equal to zero (against a

two-sided alternative).

Equation Output (contd)

The bottom panel

provides information

regarding the summary

statistics for the entire

regression.

22

Statistic Description

R-squared Measures the success of the regression in predicting the values of

depended variable.

Adjusted R-squared Adjusts for the number of independent regressors by penalizing R-

squared for additional regressors.

S.E. of regression Is a summary measure based on estimated variance of the residuals.

Sum squared resid Reports the sum of squared residuals. The same as (S.E. of

regression)

2

* (T-k-1), where T is the number of observations (9,275

here), k is the number of independent variables (k=1 here).

Log-likelihood Reports the log likelihood function evaluated at coefficient estimates

assuming normally distributed errors.

F-statistic Tests whether all slope coefficients (excluding the constant) are zero.

Prob(F-Static) Reports the probability of drawing an F-statistics as the one estimated.

Equation Output (contd)

23

Statistic Description

Mean dependent var Shows the mean of the dependent variable (in this case, wealth).

S.D. dependent var Shows the standard deviation of the dependent variable (i.e, wealth).

Akaike info criterion Used in model selection; smaller values are preferred.

Schwarz criterion An alternative to Akaike information (AIC) used also for model selection.

Imposes a larger penalty for including additional explanatory variables

Hannan-Quinn criter. An alternative to AIC and Schwarz criteria used for model selection. It

employs a slightly different penalty function than the other two.

Durbin-Watson stat Measures serial correlation in the residuals. As a rule of thumb, a DW

statistic less than 2 is an indication of positive serial correlation.

Multiple Regression Analysis

Multiple Regression Analysis: Estimation

For this, augment the previous model

with the new independent variables by

typing in the equation box:

1. Wealth dependent variable

2. c for constant

3. Income the 1st independent variable

4. Age 2nd independent variable

5. Fsize 3rd independent variable

25

It stands to reason that a better model to explain wealth would be one that includes

the age of the individuals as well as the family size, in addition to their income.

Multiple Regression Analysis:

Interpreting Results

26

Note how the estimation output now

includes the Coefficient, Standard

Error, t-Statistics and associated

probability value for each of the

regressors in the multiple regression.

Estimation with Data Expressions and

Functions

Estimation with Data Expressions (Auto

Series): Example 1

For example, a linear regression of wealth on

age, assumes that each additional year

increases wealth by a constant amount,

whether this is the 25

th

year of your life or the

50

th

(remember that the minimum age in the

data is 25).

A better characterization would be that each

year (beyond the 25

th

) increases wealth by a

constant percentage.

28

You can use data expressions directly in the equation box to estimate a

regression without having to first create these series.*

Often, log or quadratic functions are used to capture nonlinearities in data.

These can be specified directly in the equation box.

*Note: Examples of auto series are also

provided in Tutorial on Series & Groups

Basics.

Estimation with Data Expressions (Auto

Series): Example 1 (contd)

29

To specify (approximately) a constant percentage effect, type in the equation box:

1. log(wealth) for dependent variable

2. c for constant

3. Age for independent variable

Estimation with Data Expressions (Auto

Series): Example 1 (contd)

Notice that our wealth data contains negative values. You cannot take the

logarithm of negative numbers.

By default, EViews will automatically convert any observations which cannot be

evaluated into NAs, and remove them from the regression.

If EViews errors, rather than converting values into NAs, you can change the

default behavior by clicking on Options->General Options->Series and Alphas-

>Auto-series, and then checking the "Treat evaluation errors as NAs" option.

30

Estimation with Data Expressions (Auto

Series): Example 1 (contd)

31

The output of this estimation is

shown here. Note how the

Dependent Variable label as the

top of the output has changed to

show we are now estimating with

log(wealth) as our dependent

variable.

The Included observations: label

shows that only 6029 observations

were used in the regression. The

remaining 3246 were removed due

to negative wealth values.

Estimation with Data Expressions (Auto

Series): Example 2

For example, you can estimate a

constant-elasticity model relating

wealth to income.

To specify the constant-elasticity

model, type in the equation box:

1. log(wealth) for dependent variable

2. c for constant

3. Log(income) for independent

variable

4. This time rather than letting EViews

automatically remove non-valid

observations, we restrict the sample

so that wealth is a positive number.

Enter in Sample: if wealth>0.

32

You can use logs for both dependent and independent variables.

Estimation with Data Expressions (Auto

Series): Example 2 (contd).

33

The results are as shown:

Estimation and Categorical Dummy Variables

Suppose you want to find out how wealth

depends on the gender of the individual

and his/her marital status in addition to

income and age.

To determine this, type in the equation box:

1. wealth for dependent variable

2. c for constant

3. income 1st independent variable

4. Age 2nd independent variable.

5. @expand(male, married) as additional

independent variables

6. Sample: if wealth>0

34

You can also use @expand function in a regression to estimate the impact of

categorical dummy variables*.

In our dataset:

Male =1 if male, 0 if female

Married =1 if married, 0 if single

Note: Examples of categorical dummies are also provided in Tutorial on Dummy Variables.

Estimation and Categorical Dummy Variables

(contd)

This happened because the default

@expand created a full set of dummy

variables.

One way to correct this is to exclude the

intercept (see Tutorial on Dummy

Variables for an example).

An additional method is to keep the

intercept, but explicitly exclude one of

the dummy variables using commands:

@dropfirst

@droplast

@drop

Lets use @dropfirst in our example.

35

Notice that something went wrong and you receive the following error message:

Estimation and Categorical Dummy Variables

(contd)

36

As seen, one of the dummy variables corresponding to single females (male=0 and

married=0) has dropped out.

The base group therefore is single females; the rest of the dummy coefficients will

be interpreted against this base group.

Post Estimation: Working with

Equations

Post Estimation: View Menu

38

Once the equation object has been estimated you can perform a number of post-

estimation tests, diagnostics and other actions from the View and Proc menus.

Lets first discuss a few main options in the View menu (others will be discussed in

subsequent tutorials):

Representation

Estimation Output

Actual, Fitted, Residual

Post Estimation: View Menu

Representations

39

If you click on View Representation, the equation display changes (as

shown below).

This option displays the equation in three forms:

EViews command form

Algebraic equation with symbolic coefficients

Equation with estimated coefficients

Post Estimation:

View Menu Actual, Fitted, Residual

40

The View Menu, Actual, Fitted, Residual option, provides several different ways at

looking at the residuals and the fitted values of an equation.

If you click on View Actual, Fitted, Residual a number of options appear:

Actual, Fitted, Residual Table

Actual, Fitted, Residual Graph

Residual Graph

Standardized Residual Graph

Post Estimation:

View Menu Actual, Fitted, Residual (contd)

41

For a first look, perhaps its best to select:

View Actual, Fitted, Residual Actual, Fitted, Residual Graph

This displays three series:

The actual series (dependent variable wealth) (in red) plotted against the

right vertical axis.

The fitted values (

right vertical axis.

Residuals (in blue) plotted against the left vertical axis.

42

Post Estimation:

View Menu Actual, Fitted, Residual (contd)

Note: You can get exactly the same

view by clicking the button

on the top menu of the Equation

Object.

In this case, the fitted values do

not approximate the actual

values as well as one would

hope.

Similarly, the residuals of the

equation are relatively large.

Post Estimation:

View Menu Actual, Fitted, Residual (contd)

43

If you would like to view specific

numbers from those graphs,

select:

View Actual, Fitted, Residual

Actual, Fitted, Residual Table

Post Estimation: Proc Menu

44

The Proc menu, also offers a number of procedures, after estimation is carried out.

Lets discuss a few main options in the Proc menu (others will be discussed in

subsequent tutorials):

Specify/Estimate

Make Regressor Group

Make Residual Series

Post Estimation: Proc Menu

Specify/Estimate

45

If you click on Proc Specify/Estimate, the Equation Specification dialog box

opens up.

You can modify your specification using this dialog box (edit equation, change

estimation method, change sample, etc.)

Post Estimation:

Proc Menu Make Regressor Group

46

You can also create a group consisting of all the variables included in the equation

(except the constant).

To accomplish this,

1. Click on Proc Make Regressor Group .

Post Estimation:

Proc Menu Make Residual Series

47

You may also want to store residuals so you can recall them later.

Every time you estimate an equation, EViews automatically places the

residuals of the just-estimated equation in the resid series.

The problem is that this series cannot be used in an estimation command,

because the act of estimation itself changes the values stored in resid.

New residuals are stored in resid for every new round of estimation.

48

If you want to save these residuals for later use, you can do so by following these steps:

1. Click on Proc Make Residual Series.

2. The Make Residuals dialog box opens up. Depending on the estimation you may choose

from three types of residuals: ordinary, standardized, and generalized. For ordinary least

squares, only the ordinary residuals may be saved.

3. Name the residuals (in this case new_resid).

Post Estimation:

Proc Menu Make Residual Series

Hypothesis Testing

Hypothesis Testing

50

We have already shown how to test if a single coefficient equals zero.

EViews allows you to test more complex hypothesis just as easy.

To accomplish this, follow these steps:

1. Click View Coefficient Diagnostics Wald Test Coefficient Restrictions

Hypothesis Testing (contd)

51

2. The Wald Test dialog box opens up.

You will notice:

EViews names coefficients c(1), c(2),

c(3), etc., numbering them in the order

they appear in the regression (including

the constant). For example, in the

regression below, the coefficient of

age^2 is c(4).

Specify the hypothesis as an equation in

the Wald Test box. For example to test if

the coefficient of age^2 is zero, type

c(4)=0.

For multiple restrictions, enter multiple

coefficient equations, separated by

commas.

Hypothesis Testing: Example

52

Suppose you would like to test that all dummy coefficients are zero as shown in

the equation below:

H0: c(6)=0, c(7)=0, c(8)=0

To test the coefficients:

1. Click View Coefficient

Diagnostics Wald Test

Coefficient Restrictions.

Hypothesis Testing: Example (contd)

53

2. In the Wald Test dialog box, type the specific restrictions: c(6)=0,c(7)=0,c(8)=0

3. Click OK.

Results of this test are in the table

shown here.

EViews computes an F-statistic which

is used to test multiple restriction

hypothesis.

Based on the Probability value (of F-

statistic), we reject the null (p=0.0429

< p=0.05).

Heteroskedasticity and Robust

Standard Errors

Testing for Heteroskedasticity

EViews allows you to employ a

number of different heteroskedasticity

tests.

We will demonstrate the White

Heteroskedasticity tests*.

The White test is a test of the null

hypothesis of no heteroskedasticiy,

against heteroskedasticity of unknown,

general form.

It essentially tests whether the

independent variable (and/or their

cross terms, x

1

2

, x

2

2

, x

1

*x

2

, etc.) help

explain the squared residuals.

To perform the test, follow these steps:

1. On the equation box, select View

Residual Diagnostics

Heteroskedasticity Tests.

55

*Note: For other heteroskedasticity tests and a

more complete description of Residual

Diagnostics, please see Tutorial on

Specification and Diagnostic Tests.

Testing for Heteroskedasticity (contd)

56

2. The Heteroskedasticity Tests window opens

up. Select White under the drop-down menu.

3. You may chose to include or exclude the cross

terms. If you do not wish to include the cross

term, uncheck the box Include White cross

terms (as we do here). The test will simply be

carried out with only the squared terms.

4. Click OK.

Testing for Heteroskedasticity (contd)

57

Results from the test are shown here.

The top panel shows the results of the

White test, while the bottom panel

shows the auxiliary regression used to

compute the test statistics.

The Obs*R-squared statistic (in the

top panel) is the White statistic with a

x

2

(Chi-Square) distribution.

From the Prob. Chi-Square value, we

decidedly reject the null of

homoskedascity.

This means that the error term is

heteroskedastic and we should adjust

standard errors accordingly.

Addressing Heteroskedasticity:

Robust Standard Errors

One approach to dealing with heteroskedasticity is to correct the standard errors to

account for heteroskedasticity.

EViews provides built-in tools that allows you to adjust standard errors for

heteroskedasticity of unknown form.

58

To derive the White-heteroskedasticity

consistent standard errors, proceed as

follows*:

1. Click on the Equation Box.

2. The Equation Estimation box opens up.

Click Options.

3. Under the Coefficient Covariance matrix

drop-down menu, choose White.

4. Click OK.

Addressing Heteroskedasticity:

Robust Standard Errors (contd)

EViews re-estimates the equation, this time adjusting the standard errors for

heteroskedasticity.

In order to compare results, we also show results with unadjusted standard errors.

As expected, the estimated coefficient values do not change.

But, the adjusted standard errors (and associated t-statistics) are different from the original

regression, suggesting that heteroskedasticity is present and should be corrected.

59

Weighted Least Squares

Suppose that you know the exact

nature of the heteroskedasticity.

For example, suppose you suspect

that heteroskedastity is present in the

financial wealth regression because

the variance of the unobserved factors

affecting financial wealth increases

with income.

To express this as an equation:

2

You could transform the model by

dividing by

as shown here.

60

Weighted Least Squares (contd)

This approach to define the model isnt ideal it cumbersome and complicated.

Fortunately, EViews has a built-in method that allows us to perform weighted least

squares (WLS) in a much easier and intuitive way.

61

To implement WLS in EViews, follow

these steps:

1. Click on the Equation Box.

2. The Equation Estimation box

opens up. Click Options.

3. Under Weights Type choose

Inverse std. dev.

4. Under Weights Weight series,

specify the type of weights you will

use to transform your data (in this

case

1

).

5. Click OK.

Weighted Least Squares (contd)

62

Results are identical to the ones we

showed earlier when the data

transformation was performed

manually.

The top panel displays the estimation

setting showing the weights.

The middle panel shows the estimated

coefficients, standard errors, and t-stats.

The bottom panel shows two types of

statistics:

a. Weighted Statistics corresponding

to the actual estimated equation.

b. Unweighted Statistics computed

using the unweighted data and the

WLS (weighted least square

coefficients.

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