How to analyze panel data?

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miki1zg
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How to analyze panel data?

Postby miki1zg » Mon Oct 25, 2010 12:25 pm

After I enter data into a panel workfile, I don't know how to analyze them. Can someone help me?
I have data divided by countries and by years, two variables. In the simple regression model I would like to do the model Y=c(1)+c(2)X, but I don't know how to do this with panel data.

EViews Gareth
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How to analyze panel data?

Postby EViews Gareth » Mon Oct 25, 2010 12:48 pm

Same way you do it in a non-panel workfile
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startz
Non-normality and collinearity are NOT problems!
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Re: How to analyze panel data?

Postby startz » Mon Oct 25, 2010 12:56 pm

Also, there is an introductory chapter on panel data in EViews Illustrated.

miki1zg
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Re: How to analyze panel data?

Postby miki1zg » Mon Oct 25, 2010 1:02 pm

In the non panel data I just write the the equation in "estimate equation" box, and I get the model analysis. And I don't see this option here...

miki1zg
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Re: How to analyze panel data?

Postby miki1zg » Mon Oct 25, 2010 1:03 pm

startz wrote:Also, there is an introductory chapter on panel data in EViews Illustrated.


I think I have seen this, but I couldn't find the part about the procedure (or steps) for making the analysis.

EViews Gareth
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Re: How to analyze panel data?

Postby EViews Gareth » Mon Oct 25, 2010 1:09 pm

You write it in the estimate equation box too. Everything is the same.
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miki1zg
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Re: How to analyze panel data?

Postby miki1zg » Thu Oct 28, 2010 2:33 am

Thanks, I did it so. But now I have the problem with Durbin Watson. The value is always somewhere near 0. I tried to take different data, and I get the same. Should I use some other indicator for detecting autocorrelation? Because with DW it seems that all panel data are positively autocorrelated.


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