Identification display bug
Created by: wmutschl
Hi @rattoma , I just noticed a bug in the identification toolbox when only checking for unidentified parameters without any other parameters, as Dynare prints that all parameters are identified even though the figures etc do not suggest so. This is probably just a small bug in the display function.
To replicate the bug (I use Dynare unstable from June, 3 and Matlab R2017b):
- Open kim2.mod in the test files for identification
estimated_params; alph ,uniform_pdf,0.6,0.04,0.5,0.7; //betae ,uniform_pdf,0.99,0.004,0.98,1; //delta ,uniform_pdf,0.0125,0.001,0.01,0.015; phi ,uniform_pdf,0.5,0.2,0,10; theta ,uniform_pdf,0.3,0.1,0,10; dumpy ,uniform_pdf,0.5,0.2,0,10; end;
estimated_params; //alph ,uniform_pdf,0.6,0.04,0.5,0.7; //betae ,uniform_pdf,0.99,0.004,0.98,1; //delta ,uniform_pdf,0.0125,0.001,0.01,0.015; phi ,uniform_pdf,0.5,0.2,0,10; theta ,uniform_pdf,0.3,0.1,0,10; //dumpy ,uniform_pdf,0.5,0.2,0,10; end;
That is, only include colinear parameters.
- Run "dynare kim2" and the output is
==== Identification analysis ==== Testing prior mean Evaluating simulated moment uncertainty ... please wait Doing 100 replicas of length 300 periods. Simulated moment uncertainty ... done!
All parameters are identified in the model (rank of H). All parameters are identified by J moments (rank of J) Press ENTER to print advanced diagnostics Collinearity patterns with 1 parameter(s) Parameter [ Expl. params ] cosn phi [ theta ] 1.0000000 theta [ phi ] 1.0000000 Press ENTER to plot advanced diagnostics ==== Identification analysis completed ====
which is contradicting. If one includes e.g. dumpy or alpha (or both or any other parameter) in the estimated_params section, dynare correctly displays you that [phi;theta] are colinear and not identified.