Search found 7 matches
- 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
- 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?
- 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...
- 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...
- 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??
dr c size growth risk profitability tangibility <--- equation like this in OLS??
- 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...
- 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...
