Belca wrote:EViews Rebecca wrote:Can you post your workfile?
The dependent value is cash_assets and factors are the ones starting with F*
Search found 3 matches
- Wed Sep 30, 2015 6:03 am
- Forum: Add-in Support
- Topic: Fama-MacBeth regression
- Replies: 157
- Views: 249453
Re: Fama-MacBeth regression
The dependent value is cash_assets and factors are the ones starting with F*
- Tue Sep 29, 2015 2:07 pm
- Forum: Add-in Support
- Topic: Fama-MacBeth regression
- Replies: 157
- Views: 249453
Re: Fama-MacBeth regression
EViews Rebecca wrote:Can you post your workfile?
- Sun Sep 27, 2015 3:39 pm
- Forum: Add-in Support
- Topic: Fama-MacBeth regression
- Replies: 157
- Views: 249453
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...