Data issues

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Data issues

Postby adeem » Thu Dec 02, 2010 9:27 am

Hi,

I was wondering if I need data on all declared variables for estimation. While perusing some .mod files I noticed that data files contain data on one or two variables only.

Also is there a way to read data without using the estimation command?


Regards,
Adeem
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Re: Data issues

Postby SébastienVillemot » Tue Jan 11, 2011 10:07 am

adeem wrote:I was wondering if I need data on all declared variables for estimation. While perusing some .mod files I noticed that data files contain data on one or two variables only.


You only need to give data for the observed variables, declared using the "varobs" keyword. The observed variables are a subset of the endogenous variables (declared with the "var" keyword).

adeem wrote:Also is there a way to read data without using the estimation command?


I don't really understand your question. You can always load a datafile in MATLAB/Octave using either load or xlsread (depending on the format of your datafile).
Sébastien Villemot
Economist at OFCE – Sciences Po
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