EasyReg International, 2002 versions

• Differences between the versions December 31, 2001, and February 28, 2002:
• Repaired bugs:
• CSV files with some variable names enclosed between quotation marks were not correctly read.
• If two or more variable names are the same and you delete one of them, EasyReg deleted all of them.
• The limited dependend variable module did not display the asymptotic variance matrix.
• The module NEXTMENU may give an out of memory error if the output grows too large. This is due to the limited capacity of Visual Basic text boxes. If the output exceeds the capacity of the text box, the output will now be split up in two parts. The first part is written to output file OUTPUT.TXT, and only the second part is displayed. Moreover, if the file OUTPUT.TXT exists, a button becomes visible which enables you to view it via Notepad or Wordpad. Furthermore, in order to free memory, the ARMA and GARCH error options have been separated from module NEXTMENU in two new modules, NEXTARMA and NEXTGARCH, respectively.

Thanks to John Baratta for pointing this problem out to me.
• In the OLS module, the option "Chebishev time polynomials" did not work properly if a linear time trend is included.
• Changes and additions:
• The "2001" has been dropped from the EasyReg International main window, because EasyReg is a project in progress, and the current version does not yet warrant the label "2002".
• In the nonlinear maximum likelihood module ML it is no longer needed to specify a dependent variable, because the dependent variables are implicitly defined by the model specification.
• Two new transformations have been added to the user-defined nonlinear models ML, NLLS and NLGMM: "Sample sum" and "Sample mean", because I needed them for my research. These transformations are only available for cross-section data.
• The following new transformation has been added to the TRANS module:

Given a selected variable X, this transformation creates two NEW variables:
1. Dummy missing[X]: Dummy = 1 if the value of X is a missing observation, Dummy = 0 if not,
2. Zero missing[X]: Missing values of X are replaced by 0.
These new variables will enable you to specify and estimate Heckman's sample selection model via user-defined maximum likelihood (module ML).
• A new item "EasyReg links" as been added to the WWW menu, containing a list of web pages with links to EasyReg. This replaces the "EasyReg fanclub" web page, which will no longer be updated.
• Differences between the versions February 28, 2002, and April 7, 2002:
• Repaired bugs:
• There was an error in the nonlinear GMM module (NLGMM): The weight matrix was stored as an integer array. It is now stored as a double precision array.
• There were some missing words in the text of some of the Help items in module ABOUT.
• In the case of cross-section data (only) the linear least squares (OLS) module did not recognize missing values in between non-missing values. Thanks to Dr. Woodard R. Springstube (Concordia University at Austin, TX) for pointing this problem out to me.
• If you re-estimate a time series model with ARMA or (G)ARCH errors, and the effective sample size is very small, it is possible that the non-seasonal ARMA and (G)ARCH coefficients are not displayed. Now you will get a warning message, and the minimum number of ARMA and (G)ARCH coefficients is set to 1.
• Changes and additions:
• Some improvements have been made in the (generalized) eigenvalue procedure. These improvements may affect the cointegration and cotrending modules, the matrix calculation module, and the correlation matrix module.
• The correlation matrix module as been extended with the variance matrix and its eigenvalues and eigenvectors.
• If you start nonlinear GMM from consistent starting values, you will now have the option to skip the first iteration round with weight matrix W = I.
• Differences between the versions April 7, 2002, and July 4, 2002:
• Changes and additions:
• The modules that use the simplex method of Nelder and Mead for function minimization or maximization (ARIMA, NLLS, ML, NLGMM, NEXTARMA, NEXTGARCH, ICMQUANT) have been endowed with a new window which explains how the simplex method works, and enables you to adjust the stopping rules.
• The user-define nonlinear models modules (NLLS, ML, NLGMM) now allow you to add comments to the EasyReg code lines.
• If you make a series of linear or multiplicative combinations of variables (via the "transformation of variables" module TRANS) involving the same number of variables, you will now have the option to use the same coefficients as before rather than typing them in each time.
• In the modules OLS, LIMDEP, ARIMA, NLLS, ML, and NLGMM the variance matrix is now displayed in floating point format.
• A new module (EMAILME) has been added explaining the conditions under which you are welcome to email me with questions. This module is accessible via "WWW" -> "Send me an email". I have gotten too many questions for which the answers can be found on the EasyReg web page, or given in the guided tours and the Help menu.
• Quite a few new EasyReg users run EasyReg before downloading the guided tours, and then email me with questions which have already been answered in the guided tours (see the previous item). Therefore, the guided tours module (TOURS) now also shows the available guided tours that have not yet been downloaded.
• The modules for which a guided tour is available open with a window saying that this module comes with a guided tour. This window will now link to the corresponding guided tour on the web if it is not downloaded.
• Two new guided tours have been put on the EasyReg International download page:
• ARIMA estimation and forecasting;
• Discrete dependent variable models.
• A new button "About the ICM test" has been added to all the windows of the Integrated Conditional Moment (ICM) test module (ICMMEAN), which activates a PDF file containing a review of the ICM test.
• The "Prepare time series for forecasting" module FORCPREP now allows to remove missing values at the end of the file, by "adding" a negative number of missing values.
• The main module EASYREG.EXE has been redesigned, in order to make it faster to load. In particular the "large menu" option has been deleted, and the Help menu items have been replaced with a link to a web based help file HELP.HTM in the EasyReg folder. The large menu option was obsolete, because you can set the Windows fonts large or extra large, which will make the menus readable if you run EasyReg in full screen mode.
•  
• Repaired bugs:
• If you run the ARIMA modeling and forecasting module and the time series is short, it is possible that the non-seasonal ARMA coefficients are not displayed. This bug was repaired in the NEXTARMA and NEXTGARCH modules, which are activated if you re-estimate a time series model with ARMA or (G)ARCH errors, respectively, but I had forgotten to repair it in the ARIMA module as well. Thanks to Nick Kiefer for pointing this problem out to me.
• The option in the modules ARIMA, NEXTARMA and NEXTGARCH to change the start values of the simplex iteration manually did not work. It does now.
• A few non-essential cosmetic bugs in module ARIMA have been repaired.
• The transformations involving a constant in the user-defined nonlinear models modules NLLS, ML, and NLGMM did not work. They do now.
• Differences between the versions July 4, 2002, and September 6, 2002:
• Changes and additions
• The Tobit model module (TOBIT) has been redesigned, and a new guided tour on Tobit models has been added. This guided tour can be downloaded from the EasyReg download page.
• A new module (HECKMAN) conducting maximum likelihood estimation of Heckman's sample selection model has been added. The corresponding separate guided tour can be downloaded from the EasyReg download page.
• The 'Fonts' menu option has been removed from the EasyReg main Window, because
• It was actually a design tool to figure out the best fonts for EasyReg;
• I don't think anybody else used it;
• It caused unexpected font changes, and I have not been able to figure out why.
• New integral transformations have been added to the user-defined nonlinear models modules, ML, NLLS and NLGMM, and some other obsolete integral transformations have been removed. Also, some of the names of the transformations have been changed (Your templates still work, though). Moreover, it is now possible to execute code lines conditionally on the value of a dummy variable. Furthermore, quite a few new debugging options and features have been added. Click here to see what is new.
• Some cosmetric upgrades.
• Repaired bugs
• If you run a Poisson regression, via module LIMDEP, and the dependent variable Y takes large (integer) values, it was possible to get the error message "Run-Time error 6 Overflow". The reason is that the dependent variable was treated as an integer (which it is), but integers in Visual Basic have a limited range. The dependent variable in Poisson regression is now treated as a double precision variable, so that this error will no longer occur.
• The option "Write residuals to the input file" in the "What to do next?" module (NEXTMENU) did not work (It gave an error message). It works now.
• Differences between the versions September 6, 2002, and October 11, 2002:
• Changes and additions
• A new module has been added which converts monthly time series to quarterly time series. This module is accessible via Menu > Input.
• The menu item "Exit > Remove EASYREG.DAT and exit" now shows the contents of the input file first, and provides three options for removing the folder EASYREG.DAT:
1. Remove it completely.
2. Move it from its current location to a folder "TrashBin" so that it can be recovered.
3. Do not remove it.
• A new separate guided tour on VAR innovation response analysis is now available. See the EasyReg download page.
• Repaired bugs:
• The option to select a subsample in module ARIMA and the user-defined nonlinear models modules ML, NLLS and NLGMM did not work: it gave an error message. It works now.
• A bug in the network version of EasyReg has been repaired.
• The module DATAOLD.EXE which reads data files in former EasyReg default format did not work properly if the missing value code is not an integer. It does now.
• There was a non-essential bug in the structural VAR part of the VAR innovation response module (VAR.EXE): The two methods to compute standard error bands were reversed.
• If you import a bitmap file in Paint, via module PICVIEW, EasyReg calls PBRUSH.EXE. This works fine under Windows 95 and 98, but not under Windows 2000 and XP, because in the latter Windows versions the Paint program is now called MSPAINT.EXE. EasyReg will now call PBRUSH.EXE first, and if this fails it will call MSPAINT.EXE.
The first three bugs are recent ones (July 2002), due to minor changes I made in the modules involved.
• Differences between the versions October 11, 2002, and December 2, 2002:
• Changes and additions:
• It is now possible to import pictures directly in MS Paint, rather than saving them first and viewing them via module PICVIEW. The latter option still exists, though.
• The discrete dependent variable module (LIMDEP) has been extended with negative binomial probit and logit count data models.
• The nonparametric density and regression estimation modules have been redesigned. In particular, kernel density estimation and SMINK density estimation have been separated in different modules (KDENSITY and SMINKDEN), which both come with PDF and HTM files explaining these procedures. Moreover, the 3 dimensional plot procedure has been put in a separate module (PLOT3DIM).
• The unit root module (UNITROOT) has been redesigned and extended with Jörg Breitung's nonparametric unit root tests:
  • Breitung, J. (2002): "Nonparametric Tests for Unit Roots and Cointegration", Journal of Econometrics 108, 343-364.
• Also, Breitung's nonparametric cointegration tests have been included, under 'Menu > Multiple equation models'.
• The VAR module has been augmented with forecast error variance decomposition, and the guided tour involved has been adjusted accordingly.
• Bierens' nonparametric SMINK regression estimation (SMINKREG) as been included, under 'Menu > Single equation models'. This module comes with PDF and HTM files explaining this procedure. The latter file, SMINKREG.HTM, and module SMINKREG itself, contain links to the original paper:
  • Bierens, H.J (1983): "Sample Moments Integrating Normal Kernel Estimators of Density and Regression Functions", Sankhya 45, Series B, 160-192.
• Repaired bugs:
• A bug in the Chebishev polynomial part of the OLS module has been repaired.
• The appearance of EasyReg under Windows XP was not optimal, because Windows XP changes the default background color of Windows applications. This problem has been repaired. The appearance of EasyReg under Windows XP is now about the same as under Windows 98, except for the push buttons and the menus.

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