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by Belca
Wed Sep 30, 2015 6:03 am
Forum: Add-in Support
Topic: Fama-MacBeth regression
Replies: 156
Views: 78423

Re: Fama-MacBeth regression

Belca wrote:
EViews Rebecca wrote:Can you post your workfile?


The dependent value is cash_assets and factors are the ones starting with F*
by Belca
Tue Sep 29, 2015 2:07 pm
Forum: Add-in Support
Topic: Fama-MacBeth regression
Replies: 156
Views: 78423

Re: Fama-MacBeth regression

EViews Rebecca wrote:Can you post your workfile?
by Belca
Sun Sep 27, 2015 3:39 pm
Forum: Add-in Support
Topic: Fama-MacBeth regression
Replies: 156
Views: 78423

Fama-MacBeth regression

Hi, i'm trying to run the Fama-MacBeth Regression. I have one dependent variable and 10 independent. However, I receive the message 'near singular matrix in rowplace(g, @transpose(@inverse(@transpose(design) * design) * @transpose(design) * retvec), j)'. Then it creates an object called retsm01. Wha...

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