Copyright (C) 2008-2011 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 <http://www.gnu.org/licenses/>.
0001 function disp_identification(pdraws, idemodel, idemoments, name) 0002 0003 % Copyright (C) 2008-2011 Dynare Team 0004 % 0005 % This file is part of Dynare. 0006 % 0007 % Dynare is free software: you can redistribute it and/or modify 0008 % it under the terms of the GNU General Public License as published by 0009 % the Free Software Foundation, either version 3 of the License, or 0010 % (at your option) any later version. 0011 % 0012 % Dynare is distributed in the hope that it will be useful, 0013 % but WITHOUT ANY WARRANTY; without even the implied warranty of 0014 % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the 0015 % GNU General Public License for more details. 0016 % 0017 % You should have received a copy of the GNU General Public License 0018 % along with Dynare. If not, see <http://www.gnu.org/licenses/>. 0019 0020 global options_ 0021 0022 [SampleSize, npar] = size(pdraws); 0023 % jok = 0; 0024 % jokP = 0; 0025 % jokJ = 0; 0026 % jokPJ = 0; 0027 0028 % for j=1:npar, 0029 % % if any(idemodel.ind(j,:)==0), 0030 % % pno = 100*length(find(idemodel.ind(j,:)==0))/SampleSize; 0031 % % disp(['Parameter ',name{j},' is not identified in the model for ',num2str(pno),'% of MC runs!' ]) 0032 % % disp(' ') 0033 % % end 0034 % % if any(idemoments.ind(j,:)==0), 0035 % % pno = 100*length(find(idemoments.ind(j,:)==0))/SampleSize; 0036 % % disp(['Parameter ',name{j},' is not identified by J moments for ',num2str(pno),'% of MC runs!' ]) 0037 % % disp(' ') 0038 % % end 0039 % if any(idemodel.ind(j,:)==1), 0040 % iok = find(idemodel.ind(j,:)==1); 0041 % jok = jok+1; 0042 % kok(jok) = j; 0043 % mmin(jok,1) = min(idemodel.Mco(j,iok)); 0044 % mmean(jok,1) = mean(idemodel.Mco(j,iok)); 0045 % mmax(jok,1) = max(idemodel.Mco(j,iok)); 0046 % [ipmax, jpmax] = find(abs(squeeze(idemodel.Pco(j,[1:j-1,j+1:end],iok)))>0.95); 0047 % if ~isempty(ipmax) 0048 % jokP = jokP+1; 0049 % kokP(jokP) = j; 0050 % ipmax(find(ipmax>=j))=ipmax(find(ipmax>=j))+1; 0051 % [N,X]=hist(ipmax,[1:npar]); 0052 % jpM(jokP)={find(N)}; 0053 % NPM(jokP)={N(find(N))./SampleSize.*100}; 0054 % pmeanM(jokP)={mean(squeeze(idemodel.Pco(j,find(N),iok))')}; 0055 % pminM(jokP)={min(squeeze(idemodel.Pco(j,find(N),iok))')}; 0056 % pmaxM(jokP)={max(squeeze(idemodel.Pco(j,find(N),iok))')}; 0057 % end 0058 % end 0059 % if any(idemoments.ind(j,:)==1), 0060 % iok = find(idemoments.ind(j,:)==1); 0061 % jokJ = jokJ+1; 0062 % kokJ(jokJ) = j; 0063 % mminJ(jokJ,1) = min(idemoments.Mco(j,iok)); 0064 % mmeanJ(jokJ,1) = mean(idemoments.Mco(j,iok)); 0065 % mmaxJ(jokJ,1) = max(idemoments.Mco(j,iok)); 0066 % [ipmax, jpmax] = find(abs(squeeze(idemoments.Pco(j,[1:j-1,j+1:end],iok)))>0.95); 0067 % if ~isempty(ipmax) 0068 % jokPJ = jokPJ+1; 0069 % kokPJ(jokPJ) = j; 0070 % ipmax(find(ipmax>=j))=ipmax(find(ipmax>=j))+1; 0071 % [N,X]=hist(ipmax,[1:npar]); 0072 % jpJ(jokPJ)={find(N)}; 0073 % NPJ(jokPJ)={N(find(N))./SampleSize.*100}; 0074 % pmeanJ(jokPJ)={mean(squeeze(idemoments.Pco(j,find(N),iok))')}; 0075 % pminJ(jokPJ)={min(squeeze(idemoments.Pco(j,find(N),iok))')}; 0076 % pmaxJ(jokPJ)={max(squeeze(idemoments.Pco(j,find(N),iok))')}; 0077 % end 0078 % end 0079 % end 0080 0081 disp([' ']), 0082 0083 if any(idemodel.ino), 0084 disp('WARNING !!!') 0085 if SampleSize>1, 0086 disp(['The rank of H (model) is deficient for ', num2str(length(find(idemodel.ino))),' out of ',int2str(SampleSize),' MC runs!' ]), 0087 else 0088 disp(['The rank of H (model) is deficient!' ]), 0089 end 0090 disp(' ') 0091 for j=1:npar, 0092 if any(idemodel.ind0(:,j)==0), 0093 pno = 100*length(find(idemodel.ind0(:,j)==0))/SampleSize; 0094 if SampleSize>1 0095 disp([' ',name{j},' is not identified in the model for ',num2str(pno),'% of MC runs!' ]) 0096 else 0097 disp([' ',name{j},' is not identified in the model!' ]) 0098 end 0099 disp([' [dJ/d(',name{j},')=0 for all tau elements in the model solution!]' ]) 0100 end 0101 end 0102 npairs=size(idemodel.jweak_pair,2); 0103 jmap_pair=dyn_unvech(1:npairs); 0104 jstore=[]; 0105 disp(' ') 0106 for j=1:npairs, 0107 iweak = length(find(idemodel.jweak_pair(:,j))); 0108 if iweak, 0109 [jx,jy]=find(jmap_pair==j); 0110 jstore=[jstore jx(1) jy(1)]; 0111 if SampleSize > 1 0112 disp([' [',name{jx(1)},',',name{jy(1)},'] are PAIRWISE collinear (with tol = 1.e-10) for ',num2str((iweak)/SampleSize*100),'% of MC runs!' ]) 0113 else 0114 disp([' [',name{jx(1)},',',name{jy(1)},'] are PAIRWISE collinear (with tol = 1.e-10) !' ]) 0115 end 0116 end 0117 0118 end 0119 disp(' ') 0120 for j=1:npar, 0121 iweak = length(find(idemodel.jweak(:,j))); 0122 if iweak && ~ismember(j,jstore), 0123 % disp('WARNING !!!') 0124 % disp(['Model derivatives of parameter ',name{j},' are multi-collinear (with tol = 1.e-10) for ',num2str(iweak/SampleSize*100),'% of MC runs!' ]) 0125 if SampleSize>1 0126 disp([name{j},' is collinear w.r.t. all other params ',num2str(iweak/SampleSize*100),'% of MC runs!' ]) 0127 else 0128 disp([name{j},' is collinear w.r.t. all other params!' ]) 0129 end 0130 end 0131 end 0132 % if npar>(j+1), 0133 % [ipair, jpair] = find(squeeze(idemodel.Pco(j,j+1:end,:))'>(1-1.e-10)); 0134 % else 0135 % [ipair, jpair] = find(squeeze(idemodel.Pco(j,j+1:end,:))>(1-1.e-10)); 0136 % end 0137 % if ~isempty(jpair), 0138 % for jx=j+1:npar, 0139 % ixp = find(jx==(jpair+j)); 0140 % if ~isempty(ixp) 0141 % if SampleSize > 1, 0142 % disp([' [',name{j},',',name{jx},'] are PAIRWISE collinear (with tol = 1.e-10) for ',num2str(length(ixp)/SampleSize*100),'% of MC runs!' ]) 0143 % else 0144 % disp([' [',name{j},',',name{jx},'] are PAIRWISE collinear (with tol = 1.e-10)!' ]) 0145 % end 0146 % end 0147 % end 0148 % end 0149 end 0150 0151 if ~any(idemodel.ino) && ~any(any(idemodel.ind0==0)) 0152 disp(['All parameters are identified in the model (rank of H).' ]), 0153 disp(' ') 0154 end 0155 0156 if any(idemoments.ino), 0157 disp(' ') 0158 disp('WARNING !!!') 0159 if SampleSize > 1, 0160 disp(['The rank of J (moments) is deficient for ', num2str(length(find(idemoments.ino))),' out of ',int2str(SampleSize),' MC runs!' ]), 0161 else 0162 disp(['The rank of J (moments) is deficient!' ]), 0163 end 0164 % disp('WARNING !!!') 0165 % disp(['The rank of J (moments) is deficient for ', num2str(length(find(idemoments.ino))/SampleSize*100),'% of MC runs!' ]), 0166 % indno=[]; 0167 % for j=1:SampleSize, indno=[indno;idemoments.indno{j}]; end 0168 % freqno = mean(indno)*100; 0169 % ifreq=find(freqno); 0170 % disp('MOMENT RANK FAILURE DUE TO COLLINEARITY OF PARAMETERS:'); 0171 disp(' ') 0172 for j=1:npar, 0173 if any(idemoments.ind0(:,j)==0), 0174 pno = 100*length(find(idemoments.ind0(:,j)==0))/SampleSize; 0175 if SampleSize > 1 0176 disp([' ',name{j},' is not identified by J moments for ',num2str(pno),'% of MC runs!' ]) 0177 else 0178 disp([' ',name{j},' is not identified by J moments!' ]) 0179 end 0180 disp([' [dJ/d(',name{j},')=0 for all J moments!]' ]) 0181 end 0182 end 0183 disp(' ') 0184 npairs=size(idemoments.jweak_pair,2); 0185 jmap_pair=dyn_unvech(1:npairs); 0186 jstore=[]; 0187 for j=1:npairs, 0188 iweak = length(find(idemoments.jweak_pair(:,j))); 0189 if iweak, 0190 [jx,jy]=find(jmap_pair==j); 0191 jstore=[jstore' jx(1) jy(1)]'; 0192 if SampleSize > 1 0193 disp([' [',name{jx(1)},',',name{jy(1)},'] are PAIRWISE collinear (with tol = 1.e-10) for ',num2str((iweak)/SampleSize*100),'% of MC runs!' ]) 0194 else 0195 disp([' [',name{jx(1)},',',name{jy(1)},'] are PAIRWISE collinear (with tol = 1.e-10) !' ]) 0196 end 0197 end 0198 0199 end 0200 disp(' ') 0201 for j=1:npar, 0202 iweak = length(find(idemoments.jweak(:,j))); 0203 if iweak && ~ismember(j,jstore), 0204 % disp('WARNING !!!') 0205 % disp(['Moment derivatives of parameter ',name{j},' are multi-collinear (with tol = 1.e-10) for ',num2str(iweak/SampleSize*100),'% of MC runs!' ]) 0206 if SampleSize > 1, 0207 disp([name{j},' is collinear w.r.t. all other params ',num2str(iweak/SampleSize*100),'% of MC runs!' ]) 0208 else 0209 disp([name{j},' is collinear w.r.t. all other params!' ]) 0210 end 0211 end 0212 end 0213 % if npar>(j+1), 0214 % [ipair, jpair] = find(squeeze(idemoments.Pco(j,j+1:end,:))'>(1-1.e-10)); 0215 % else 0216 % [ipair, jpair] = find(squeeze(idemoments.Pco(j,j+1:end,:))>(1-1.e-10)); 0217 % end 0218 % if ~isempty(jpair), 0219 % for jx=j+1:npar, 0220 % ixp = find(jx==(jpair+j)); 0221 % if ~isempty(ixp) 0222 % if SampleSize > 1 0223 % disp([' [',name{j},',',name{jx},'] are PAIRWISE collinear (with tol = 1.e-10) for ',num2str(length(ixp)/SampleSize*100),'% of MC runs!' ]) 0224 % else 0225 % disp([' [',name{j},',',name{jx},'] are PAIRWISE collinear (with tol = 1.e-10) !' ]) 0226 % end 0227 % end 0228 % end 0229 % end 0230 % end 0231 % end 0232 end 0233 if ~any(idemoments.ino) && ~any(any(idemoments.ind0==0)) 0234 disp(' ') 0235 disp(['All parameters are identified by J moments (rank of J)' ]), 0236 disp(' ') 0237 end 0238 0239 % if ~ options_.noprint && advanced, 0240 % disp('Press KEY to continue with identification analysis') 0241 % pause; 0242 % dyntable('Multi collinearity in the model:',char('param','min','mean','max'), ... 0243 % char(name(kok)),[mmin, mmean, mmax],10,10,6); 0244 % disp(' ') 0245 % dyntable('Multi collinearity for moments in J:',char('param','min','mean','max'), ... 0246 % char(name(kokJ)),[mminJ, mmeanJ, mmaxJ],10,10,6); 0247 % disp(' ') 0248 % end 0249 0250 0251 % if advanced && (~options_.noprint), 0252 % for j=1:length(kokP), 0253 % dyntable([name{kokP(j)},' pairwise correlations in the model'],char(' ','min','mean','max'), ... 0254 % char(name{jpM{j}}),[pminM{j}' pmeanM{j}' pmaxM{j}'],10,10,3); 0255 % end 0256 % 0257 % for j=1:length(kokPJ), 0258 % dyntable([name{kokPJ(j)},' pairwise correlations in J moments'],char(' ','min','mean','max'), ... 0259 % char(name{jpJ{j}}),[pminJ{j}' pmeanJ{j}' pmaxJ{j}'],10,10,3); 0260 % end 0261 % end 0262 % disp(' ') 0263