cross sectional by each year and each industry

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cross sectional by each year and each industry

Postby tika_chiko » Thu Dec 20, 2018 9:56 pm

Hi all! I am new to eviews and programming, but I need to run quite a complicated regression. Please help me.

I have an unbalanced panel dataset of roughly 30,000 companies in over 20 years and each firm is part of an industry. I have 48 industry and create dummy variable that contains numbers from 1 to 48 to explain the industry.

I want to run regression for each industry in each year. Since I have 48 industry and 20 years, so if I do it manually, I will need to do it roughly (48x20) 960 times which is very time consuming. I am looking for help to run it continuously by using eviews.

The regression model is linear and have 3 independent variables: Y=c+b1x1+b2x2+b3x3+e

I only need to save the residuals of these models in one series if possible. And i would like to run the regression only in industry-year with at least 20 observations to avoid poor fit.

Im using eviews8.

So, is there any way to run it continuously automatically? Because Im afraid that I have to run it manually 960 times and save the residuals one by one. I am looking forward to details explanation for it since I am new to Eviews. Your help is very much appreciated! :D

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