Search found 5 matches

by chad
Wed May 28, 2014 4:13 pm
Forum: Estimation
Topic: Fixed effects panel regression (LSDVM)
Replies: 9
Views: 6893

Re: Fixed effects panel regression (LSDVM)

Sorry i am a little confused. Are you suggesting (assuming i am using real data): If i use in my equation 'y @expand(@crossid) x1 x2 x3' instead of 'y x1 x2 x3' with the data exactly in same format in excel (ie no new dummy column definitions manually or anything) and same panel options as before, t...
by chad
Wed May 28, 2014 3:50 pm
Forum: Estimation
Topic: Fixed effects panel regression (LSDVM)
Replies: 9
Views: 6893

Re: Fixed effects panel regression (LSDVM)

Okay i will try that.. What adjustment i need to make in order avoid 'dummy variable trap' in my LSDVM pls? Or Eviews inherentlt takes care of this when i define my data set as in the attached excel above?

Thanks
by chad
Wed May 28, 2014 2:56 pm
Forum: Estimation
Topic: Fixed effects panel regression (LSDVM)
Replies: 9
Views: 6893

Re: Fixed effects panel regression (LSDVM)

yes this is made up data, so no worries about the perfect fit. I have another question. If I want to make just the contant vary across cross section but other coefficiensts remain the same. What change do I need to make in the code (also maybe in excel file) pls? I was following from other forum dis...
by chad
Wed May 28, 2014 2:00 pm
Forum: Estimation
Topic: Fixed effects panel regression (LSDVM)
Replies: 9
Views: 6893

Re: Fixed effects panel regression (LSDVM)

It didnt recongnise the country identifiers as texts for some reason, I changed them to numbers (instead of "country1", just "1"; instead of "country2", just "2" etc) and it worked. As I say, I am a very new user of eviews and I want to make sure I am selectin...
by chad
Wed May 28, 2014 12:09 pm
Forum: Estimation
Topic: Fixed effects panel regression (LSDVM)
Replies: 9
Views: 6893

Fixed effects panel regression (LSDVM)

Hi there, I am a new Eviews user and I am trying to do a simple Least Squares Dummy Variable model. I have attached an example excel: Y is the dependent variable, X1, X2 and X3 are the independent variables. You can also see the dates and "Country" is supposed to define the cross section f...

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