Hi,
I am using eviews 7 and I am trying to estimate an unbalnced panel with period and cross-section fixed effects. my specification is nonlinear as follows:
dlog(y)=c(2)*(log(y(-1))+(c(3)/c(2))*log(xk)+(c(4)/c(2))*log(z)+c(1))+c(5)*dlog(x)+c(6)*dlog(z)
I get the following error message:
"Explicit two-way effects specifications not allowed with unbalanced date"
Is there a way to bypass this problem?
Thanks!
Unbalanced Panel fixed Effect
Moderators: EViews Gareth, EViews Moderator
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- EViews Developer
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- Joined: Wed Oct 15, 2008 9:17 am
Re: Unbalanced Panel fixed Effect
You can do a one-way fixed effects (using your largest dimension), and then add dummy variables for the other dimension.
Re: Unbalanced Panel fixed Effect
Thanks Glenn!
Here's another one for you:
If instead of dynamic fixed effect I would like to use a 'pooled mean estimator'? Is that option available in eviews? e.g. something similar to 'xtpmg' command that can be used in STATA?
Here's another one for you:
If instead of dynamic fixed effect I would like to use a 'pooled mean estimator'? Is that option available in eviews? e.g. something similar to 'xtpmg' command that can be used in STATA?
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- EViews Developer
- Posts: 2672
- Joined: Wed Oct 15, 2008 9:17 am
Re: Unbalanced Panel fixed Effect
Unfortunately, not as a built-in feature. It's on our list of things to look at...
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