stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Improved display for weak identification

time-shift
Marco Ratto 2010-03-08 16:02:02 +01:00
parent 24ddd6edb4
commit 2166d36cc1
1 changed files with 45 additions and 0 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

45
matlab/disp_identification.m
View File

@ -88,11 +88,56 @@ for j=1:npar,
end
end
dyntable('Multi collinearity in the model:',strvcat('param','min','mean','max'), ...
strvcat(bayestopt_.name(kok)),[mmin, mmean, mmax],10,10,6);
disp(' ')
for j=1:npar,
iweak = length(find(idemodel.Mco(j,:)'>(1-1.e-10)));
if iweak,
disp('WARNING !!!')
disp(['Model derivatives of parameter ',bayestopt_.name{j},' are multi-collinear (with tol = 1.e-10) for ',num2str(iweak/SampleSize*100),'% of MC runs!' ])
if npar>(j+1),
[ipair, jpair] = find(squeeze(idemodel.Pco(j,j+1:end,:))'>(1-1.e-10));
else
[ipair, jpair] = find(squeeze(idemodel.Pco(j,j+1:end,:))>(1-1.e-10));
end
if ~isempty(jpair),
for jx=j+1:npar,
ixp = find(jx==(jpair+j));
if ~isempty(ixp)
disp(['Model derivatives of parameters [',bayestopt_.name{j},',',bayestopt_.name{jx},'] are collinear (with tol = 1.e-10) for ',num2str(length(ixp)/SampleSize*100),'% of MC runs!' ])
end
end
end
end
end
disp(' ')
dyntable('Multi collinearity for moments in J:',strvcat('param','min','mean','max'), ...
strvcat(bayestopt_.name(kokJ)),[mminJ, mmeanJ, mmaxJ],10,10,6);
disp(' ')
for j=1:npar,
iweak = length(find(idemoments.Mco(j,:)'>(1-1.e-10)));
if iweak,
disp('WARNING !!!')
disp(['Moment derivatives of parameter ',bayestopt_.name{j},' are multi-collinear (with tol = 1.e-10) for ',num2str(iweak/SampleSize*100),'% of MC runs!' ])
if npar>(j+1),
[ipair, jpair] = find(squeeze(idemoments.Pco(j,j+1:end,:))'>(1-1.e-10));
else
[ipair, jpair] = find(squeeze(idemoments.Pco(j,j+1:end,:))>(1-1.e-10));
end
if ~isempty(jpair),
for jx=j+1:npar,
ixp = find(jx==(jpair+j));
if ~isempty(ixp)
disp(['Moment derivatives of parameters [',bayestopt_.name{j},',',bayestopt_.name{jx},'] are collinear (with tol = 1.e-10) for ',num2str(length(ixp)/SampleSize*100),'% of MC runs!' ])
end
end
end
end
end
disp(' ')
if disp_pcorr,
for j=1:length(kokP),