Search found 3 matches

by kimmy.huong
Mon Apr 16, 2018 7:19 am
Forum: Programming
Topic: Redundant variables test and restricted sample
Replies: 3
Views: 1265

Re: Redundant variables test and restricted sample

Hi, I am trying to run redundant variables test for panel data but got the same issue as yours, Total company: 245, Year: 2007-2015 Dep. variable = FOR My model is FOR = LISTING PERIOD + SIZE+ EPS+MTB+C Redundant variable LISTING PERIOD I created G1= FOR(-1) at sample i type: 2007 2015 if @rnas(G1)=...
by kimmy.huong
Wed Oct 05, 2016 7:10 am
Forum: General Information and Tips and Tricks
Topic: Make estimated coefficient series
Replies: 2
Views: 1333

Re: Make estimated coefficient series

Thanks Gareth.

Actually I think that I can generate a series of coefficient of each ticket/year as I thought that 0.68888 is avg value of my sample.
by kimmy.huong
Mon Oct 03, 2016 7:09 am
Forum: General Information and Tips and Tricks
Topic: Make estimated coefficient series
Replies: 2
Views: 1333

Make estimated coefficient series

Hi all, I got an issue as follows: My data is panel of 245 stock tickets, years from 2007 to 2015. I regress ols of eq01: Net_income=c(1)+c(2)*Net_income(-1) and generate coefficients of c(2) is 0.68888. I would like to create series value of coefficient c(2), but dont know which command to use. I h...

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