@expand(crossid) in Systems

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@expand(crossid) in Systems

Postby Frdmn » Thu Apr 11, 2019 1:11 am

Hello, I'm trying to estimate a translog system in a panel setup and I'm using the append command but I don't know how to create cross sectional heterogeneity in this command.

so if I do:

Code: Select all

system translog

translog.append y1=c(1)+c(2)*x+c(3)*y1(-1)
translog.append y2=c(4)+c(2)*x+c(4)*y2(-1)

The model will estimate the coefficient on all cross sections but if I want for instance to have c(3) a cross sectional heterogeneous coefficient analogous to @expand(@crossid) how can I make that?

I also like using this command (and not the "autospec") because I can declare common coefficient in all equations ( like c(2) here).

Any ideas? Thanks!

EViews Gareth
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Re: @expand(crossid) in Systems

Postby EViews Gareth » Thu Apr 11, 2019 8:15 am

Unfortunately you'd have to type it out manually, or use a program to build up a list of the expressions with a for loop.
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