function disp_identification(pdraws, idemodel, idemoments, name, advanced) % Copyright (C) 2008-2010 Dynare Team % % This file is part of Dynare. % % Dynare is free software: you can redistribute it and/or modify % it under the terms of the GNU General Public License as published by % the Free Software Foundation, either version 3 of the License, or % (at your option) any later version. % % Dynare is distributed in the hope that it will be useful, % but WITHOUT ANY WARRANTY; without even the implied warranty of % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the % GNU General Public License for more details. % % You should have received a copy of the GNU General Public License % along with Dynare. If not, see . global options_ if nargin<5 | isempty(advanced), advanced=0; end [SampleSize, npar] = size(pdraws); jok = 0; jokP = 0; jokJ = 0; jokPJ = 0; for j=1:npar, % if any(idemodel.ind(j,:)==0), % pno = 100*length(find(idemodel.ind(j,:)==0))/SampleSize; % disp(['Parameter ',name{j},' is not identified in the model for ',num2str(pno),'% of MC runs!' ]) % disp(' ') % end % if any(idemoments.ind(j,:)==0), % pno = 100*length(find(idemoments.ind(j,:)==0))/SampleSize; % disp(['Parameter ',name{j},' is not identified by J moments for ',num2str(pno),'% of MC runs!' ]) % disp(' ') % end if any(idemodel.ind(j,:)==1), iok = find(idemodel.ind(j,:)==1); jok = jok+1; kok(jok) = j; mmin(jok,1) = min(idemodel.Mco(j,iok)); mmean(jok,1) = mean(idemodel.Mco(j,iok)); mmax(jok,1) = max(idemodel.Mco(j,iok)); [ipmax, jpmax] = find(abs(squeeze(idemodel.Pco(j,[1:j-1,j+1:end],iok)))>0.95); if ~isempty(ipmax) jokP = jokP+1; kokP(jokP) = j; ipmax(find(ipmax>=j))=ipmax(find(ipmax>=j))+1; [N,X]=hist(ipmax,[1:npar]); jpM(jokP)={find(N)}; NPM(jokP)={N(find(N))./SampleSize.*100}; pmeanM(jokP)={mean(squeeze(idemodel.Pco(j,find(N),iok))')}; pminM(jokP)={min(squeeze(idemodel.Pco(j,find(N),iok))')}; pmaxM(jokP)={max(squeeze(idemodel.Pco(j,find(N),iok))')}; end end if any(idemoments.ind(j,:)==1), iok = find(idemoments.ind(j,:)==1); jokJ = jokJ+1; kokJ(jokJ) = j; mminJ(jokJ,1) = min(idemoments.Mco(j,iok)); mmeanJ(jokJ,1) = mean(idemoments.Mco(j,iok)); mmaxJ(jokJ,1) = max(idemoments.Mco(j,iok)); [ipmax, jpmax] = find(abs(squeeze(idemoments.Pco(j,[1:j-1,j+1:end],iok)))>0.95); if ~isempty(ipmax) jokPJ = jokPJ+1; kokPJ(jokPJ) = j; ipmax(find(ipmax>=j))=ipmax(find(ipmax>=j))+1; [N,X]=hist(ipmax,[1:npar]); jpJ(jokPJ)={find(N)}; NPJ(jokPJ)={N(find(N))./SampleSize.*100}; pmeanJ(jokPJ)={mean(squeeze(idemoments.Pco(j,find(N),iok))')}; pminJ(jokPJ)={min(squeeze(idemoments.Pco(j,find(N),iok))')}; pmaxJ(jokPJ)={max(squeeze(idemoments.Pco(j,find(N),iok))')}; end end end if any(idemodel.ino), disp('WARNING !!!') if SampleSize>1, disp(['The rank of H (model) is deficient for ', num2str(length(find(idemodel.ino))/SampleSize*100),'% of MC runs!' ]), else disp(['The rank of H (model) is deficient!' ]), end end for j=1:npar, if any(idemodel.ind(j,:)==0), pno = 100*length(find(idemodel.ind(j,:)==0))/SampleSize; if SampleSize>1 disp([name{j},' is not identified in the model for ',num2str(pno),'% of MC runs!' ]) else disp([name{j},' is not identified in the model!' ]) end end iweak = length(find(idemodel.Mco(j,:)'>(1-1.e-10))); if iweak, % disp('WARNING !!!') % disp(['Model derivatives of parameter ',name{j},' are multi-collinear (with tol = 1.e-10) for ',num2str(iweak/SampleSize*100),'% of MC runs!' ]) if SampleSize>1 disp([name{j},' is collinear w.r.t. all other params ',num2str(iweak/SampleSize*100),'% of MC runs!' ]) else disp([name{j},' is collinear w.r.t. all other params!' ]) end 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) if SampleSize > 1, disp([' [',name{j},',',name{jx},'] are PAIRWISE collinear (with tol = 1.e-10) for ',num2str(length(ixp)/SampleSize*100),'% of MC runs!' ]) else disp([' [',name{j},',',name{jx},'] are PAIRWISE collinear (with tol = 1.e-10)!' ]) end end end end end end if ~any(idemodel.ino) && ~any(any(idemodel.ind==0)) disp(['All parameters are identified in the model (rank of H).' ]), disp(' ') end if any(idemoments.ino), disp('WARNING !!!') if SampleSize > 1, disp(['The rank of J (moments) is deficient for ', num2str(length(find(idemoments.ino))/SampleSize*100),'% of MC runs!' ]), else disp(['The rank of J (moments) is deficient!' ]), end end if any(idemoments.ino), % disp('WARNING !!!') % disp(['The rank of J (moments) is deficient for ', num2str(length(find(idemoments.ino))/SampleSize*100),'% of MC runs!' ]), indno=[]; for j=1:SampleSize, indno=[indno;idemoments.indno{j}]; end freqno = mean(indno)*100; ifreq=find(freqno); % disp('MOMENT RANK FAILURE DUE TO COLLINEARITY OF PARAMETERS:'); for j=1:npar, if any(idemoments.ind(j,:)==0), pno = 100*length(find(idemoments.ind(j,:)==0))/SampleSize; if SampleSize > 1 disp([name{j},' is not identified by J moments for ',num2str(pno),'% of MC runs!' ]) else disp([name{j},' is not identified by J moments!' ]) end end iweak = length(find(idemoments.Mco(j,:)'>(1-1.e-10))); if iweak, % disp('WARNING !!!') % disp(['Moment derivatives of parameter ',name{j},' are multi-collinear (with tol = 1.e-10) for ',num2str(iweak/SampleSize*100),'% of MC runs!' ]) if SampleSize > 1, disp([name{j},' is collinear w.r.t. all other params ',num2str(iweak/SampleSize*100),'% of MC runs!' ]) else disp([name{j},' is collinear w.r.t. all other params!' ]) end 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) if SampleSize > 1 disp([' [',name{j},',',name{jx},'] are PAIRWISE collinear (with tol = 1.e-10) for ',num2str(length(ixp)/SampleSize*100),'% of MC runs!' ]) else disp([' [',name{j},',',name{jx},'] are PAIRWISE collinear (with tol = 1.e-10) !' ]) end end end end end end end if ~any(idemoments.ino) && ~any(any(idemoments.ind==0)) disp(['All parameters are identified by J moments (rank of J)' ]), disp(' ') end if ~ options_.noprint & advanced, disp('Press KEY to continue with identification analysis') pause; dyntable('Multi collinearity in the model:',char('param','min','mean','max'), ... char(name(kok)),[mmin, mmean, mmax],10,10,6); disp(' ') dyntable('Multi collinearity for moments in J:',char('param','min','mean','max'), ... char(name(kokJ)),[mminJ, mmeanJ, mmaxJ],10,10,6); disp(' ') end % if advanced & (~options_.noprint), % for j=1:length(kokP), % dyntable([name{kokP(j)},' pairwise correlations in the model'],char(' ','min','mean','max'), ... % char(name{jpM{j}}),[pminM{j}' pmeanM{j}' pmaxM{j}'],10,10,3); % end % % for j=1:length(kokPJ), % dyntable([name{kokPJ(j)},' pairwise correlations in J moments'],char(' ','min','mean','max'), ... % char(name{jpJ{j}}),[pminJ{j}' pmeanJ{j}' pmaxJ{j}'],10,10,3); % end % end % disp(' ')