Search found 7 matches

by baqlava
Fri Jul 10, 2009 12:38 am
Forum: Estimation
Topic: panel - Least square dummy variable
Replies: 14
Views: 18136

Re: panel - Least square dummy variable

thanks a lot
by baqlava
Thu Jul 09, 2009 9:49 pm
Forum: Estimation
Topic: panel - Least square dummy variable
Replies: 14
Views: 18136

Re: panel - Least square dummy variable

Many thanks.Bbut regarding my first question in the last post, is this method for fixed within group? i.e. different intercept and different slopes?
by baqlava
Thu Jul 09, 2009 3:28 pm
Forum: Estimation
Topic: panel - Least square dummy variable
Replies: 14
Views: 18136

Re: panel - Least square dummy variable

Thanks for your quick response. My last two questions 1- Is this for least square dummy variables (i.e. different intercept but constant slopes) or for all coefficients vary across individuals (i.e. intercept and slopes vary)? 2- you wrote: dr @expand(@crossid) @expand(@crossid)*size @expand(@crossi...
by baqlava
Thu Jul 09, 2009 2:50 pm
Forum: Estimation
Topic: panel - Least square dummy variable
Replies: 14
Views: 18136

Re: panel - Least square dummy variable

Thank you for response. My question is that if I want to make [fixed effect all the coefficients vary across cross sections/individuals/companies], I have to include dummy variables a in the LSDV mode (differential intercept dummies) to account for the difference in the intercept and also (different...
by baqlava
Thu Jul 09, 2009 2:22 pm
Forum: Estimation
Topic: panel - Least square dummy variable
Replies: 14
Views: 18136

Re: panel - Least square dummy variable

Sorry but I didn't get the first choice. Do you mean that I have to choose from the option (fixed) (cross section)? and my formula will be like the OLS?
dr c size growth risk profitability tangibility <--- equation like this in OLS??
by baqlava
Thu Jul 09, 2009 10:26 am
Forum: Estimation
Topic: panel - Least square dummy variable
Replies: 14
Views: 18136

Re: panel - Least square dummy variable

Thanks for the help. It worked well now. I have another question. If I want to assume that all the coefficients (intercept and slopes) vary across individuals (cross sections), how do I do this? shall I add new columns in my excel sheet and add them in the eviews? if yes, how will I write the equati...
by baqlava
Tue Jul 07, 2009 4:31 am
Forum: Estimation
Topic: panel - Least square dummy variable
Replies: 14
Views: 18136

panel - Least square dummy variable

Hi When I make the Least square dummy variable in eviews I get this error message: Near singular matrix Im writing the equation as below and im choosing cross-section:Fxied effect from Panel options : dr c growth size risk profitability tangibility d2 d3 d4 d5 d6 d7 d8 d9 d10 d11 d12 d13 d14 d15 d16...

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