Estimating sub-samples within the sample

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mikeguima
Posts: 19
Joined: Wed Mar 14, 2018 8:07 am

Estimating sub-samples within the sample

Postby mikeguima » Tue Jun 05, 2018 3:24 am

Hello everyone.

I'd like to ask you one question regarding Eviews estimation.

I'm estimating a panel data model with multiple firms from multiple industries and would like to estimate the model for each industry individually now. My question is if there's a way to do that in Eviews (meaning telling the software to estimate only observations pertaining to industry X or Y within the sample I've uploaded) of if I have to split the sample in industries manually outside eviews (in Excel) and upload and estimate each of them individually. The later would take considerably more work, hence my asking this.

Thank you very much in advance!

startz
Non-normality and collinearity are NOT problems!
Posts: 3337
Joined: Wed Sep 17, 2008 2:25 pm

Re: Estimating sub-samples within the sample

Postby startz » Tue Jun 05, 2018 5:48 am

Use the smpl command. Something like

Code: Select all

smpl if industry="iron"

mikeguima
Posts: 19
Joined: Wed Mar 14, 2018 8:07 am

Re: Estimating sub-samples within the sample

Postby mikeguima » Tue Jun 05, 2018 8:29 am

startz wrote:Use the smpl command. Something like

Code: Select all

smpl if industry="iron"

Wow that worked wonders! Thank you so much!!!


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