Identified Equation

• Linear Regression (OLS Estimation).

• Linear Regression (Instrumental Variables Estimation).

• Model of Binary Choice (Estimation Using the Maximum Likelihood Method).

• Non-Linear Regression (Non-Linear OLS Estimation).

• Trend with Functional Dependency Estimation.

• ARIMA.

• Error Correction Model.

• Panel Data Regression.

• Vector Error Correction Model (ECM).

The option is available for the Linear Regression (OLS Estimation), Linear Regression (Instrumental Variables Estimation), Non-Linear Regression (Non-Linear OLS Estimation) and Panel Data Regression models.

Additional buttons are located on the Identified Equation panel for these models:

• Save Coefficients. Coefficient values that are later used to calculate the problem are saved. The time required for problem calculation is significantly reduced if saved coefficients are used, as identification coefficients are already specified by the user and should not be calculated anew.

NOTE. If the output variable includes additional dimensions, and the same specification is used for all elements of these dimensions, coefficients are saved for each of the points. If various specifications are used, the coefficients are saved only for the current point. See the Parameters section to get detailed information on the specification of a standard model.

If model coefficients are saved, the appropriate message appears.

• Reset Coefficients. Saved model coefficients are reset. The model is recalculated.

The option is available for the Linear Regression (OLS Estimation) model if it contains lag variables.

The Identified Equation panel displays beta coefficients with lag distribution graph below coefficient table:

The option is available for the Non-Linear Regression (Non-Linear OLS Estimation) model. Coefficient initial approximation values are displayed for this model on the Identified Equation panel:

To edit coefficient initial approximation values:

1. Enter the required values of initial approximations to the Initial Approximation column.

2. Recalculate the model with new values of coefficient initial approximations.

NOTE. To restore default initial approximations, select the Use Default Initial Approximations checkbox on the Additional Parameters panel. The checkbox is automatically deselected when initial approximation values are edited.