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| From | Lanciné Condé <condela73@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: Dynamic factor model |
| Date | Tue, 6 Nov 2012 14:12:28 +0100 |
with 3 observed variables x1-x3 and exogenous (y; z), you can try with one of these: 1- dfactor (D.( x1 x2 x3)= y, noconstant) (fact=, ar(#) covs(…)), iterate(#) difficult technique(…) ltolerance(#) 2- dfactor (D.( x1 x2 x3)=, noconstant) (fact=z, ar(#) covs(…)), iterate(#) difficult technique(…) ltolerance(#) 3- dfactor (D.( x1 x2 x3)= y, noconstant) (fact=z, ar(#) covs(…)), iterate(#) difficult technique(…) ltolerance(#) Conde 2012/11/5 Regiane Silva Rodrigues <re_rdgz@hotmail.com>: > Good evening, > > Do you know what I need to put in the Dynamic facto model dialog box on the field of 'use a factor equation', unobservable factors and exogenous variables? > > Thank you! > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/faqs/resources/statalist-faq/ > * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/