Search found 30 matches
- Wed May 30, 2012 12:44 pm
- Forum: Econometric Discussions
- Topic: Panel Estimation
- Replies: 14
- Views: 12932
Re: Panel Estimation
that means one can choose a particular one depending on his/her own choice...that is; one that best fits the model (sine Adj R2 is sensitive to these alternatives)
- Wed May 30, 2012 11:59 am
- Forum: Econometric Discussions
- Topic: Panel Estimation
- Replies: 14
- Views: 12932
Re: Panel Estimation
Although this is not related to my original question still I want kw: when should i choose "simultaneous updating", "sequential updating" , "iterate coef to converge" or "update coefs once".....please give a reply.
- Wed May 30, 2012 11:57 am
- Forum: Econometric Discussions
- Topic: Panel Estimation
- Replies: 14
- Views: 12932
Re: Panel Estimation
yes...they do...thank you so much.
- Wed May 30, 2012 6:25 am
- Forum: Econometric Discussions
- Topic: Panel Estimation
- Replies: 14
- Views: 12932
Re: Panel Estimation
sir kindly response: when should i choose "simultaneous updating", "sequential updating" , "iterate coef to converge" or "update coefs once".....please give a reply.
- Tue May 29, 2012 9:50 pm
- Forum: Econometric Discussions
- Topic: Panel Estimation
- Replies: 14
- Views: 12932
Re: Panel Estimation
when i choose "simultaneous updating" Convergence is achieved after different weight iteration for different lags....next what?
- Tue May 29, 2012 9:37 pm
- Forum: Econometric Discussions
- Topic: Panel Estimation
- Replies: 14
- Views: 12932
Re: Panel Estimation
yes there is an option and by default eviews 7 set this iterate coefficients to converge (under "update weights once, then..."). However, there are other options "Iterate weights and coefficients" but I dont know when to choose this option. I hv read the Eviews mannual but I dont...
- Tue May 29, 2012 10:45 am
- Forum: Econometric Discussions
- Topic: Panel Estimation
- Replies: 14
- Views: 12932
Re: Panel Estimation
How can i do that?...would u kindly elaborate a little more, please.
- Tue May 29, 2012 9:38 am
- Forum: Econometric Discussions
- Topic: Panel Estimation
- Replies: 14
- Views: 12932
Panel Estimation
I am estimating a fixed effect model in Eviews 7. When i estimate the model without correcting heterscadasticity I get the result with AIC. But the moment I choose GLS weights : Cross-section Sur and coef covarience method: white cross-section, I dont get AIC/SIC value in the dispaly. Why does this ...
- Thu Apr 21, 2011 11:02 am
- Forum: Econometric Discussions
- Topic: Choice between standard errors
- Replies: 0
- Views: 1831
Choice between standard errors
Hi guys, m estimating a panel model. Here I need to correct for heteroscadisity. But m bit confused about different corrective tools. In particular I want to know what criterion should one follow to choose between White cross-section standard errors and White diagonal standard errors approaches. Ple...
- Tue Nov 02, 2010 6:21 pm
- Forum: Econometric Discussions
- Topic: Role of R-squared
- Replies: 1
- Views: 3371
Re: Role of R-squared
yes you are correct....but notice that after correction your t-value of coefficients is very low while R-square is quite large, so there is an evidence of multicollinearity. Do a multicollinearity test of your origunal variables before you interpret your findings.
- Wed Oct 20, 2010 7:42 pm
- Forum: Econometric Discussions
- Topic: Regarding Assumptions
- Replies: 19
- Views: 18298
Re: Regarding Assumptions
would you take the trouble to write down that expression here??
- Wed Oct 20, 2010 10:51 am
- Forum: Econometric Discussions
- Topic: Regarding Assumptions
- Replies: 19
- Views: 18298
Re: Regarding Assumptions
my problem is not estimating the model in eviews.....rather i am looking for justification of using MLE in "spatial lag model"!!!! How does MLE provide efficient estimator in case of spatial lag model.??
- Tue Oct 19, 2010 10:07 pm
- Forum: Econometric Discussions
- Topic: Regarding Assumptions
- Replies: 19
- Views: 18298
Re: Regarding Assumptions
..well..... find that in the attachment here
- Tue Oct 19, 2010 9:15 pm
- Forum: Econometric Discussions
- Topic: Regarding Assumptions
- Replies: 19
- Views: 18298
Re: Regarding Assumptions
fine.....but how would you justify use of MLE technique in "spatial lag model" ??
- Tue Oct 19, 2010 8:53 am
- Forum: Econometric Discussions
- Topic: Regarding Assumptions
- Replies: 19
- Views: 18298
Re: Regarding Assumptions
thank you very very much....may i get your email id.....would love to communicate with you in future too.