Search found 8 matches
- Fri Sep 18, 2009 5:03 am
- Forum: Econometric Discussions
- Topic: compare coefficients across group
- Replies: 3
- Views: 8635
Re: compare coefficients across group
Hey startz, or anyone reading this, I was wondering about the following (sorry about the long story) I use a model with a K number of independent variables X regressed on Y. Now I want to test whether the effect of one of the predictor variables X differs between two groups in a binary variable. I'v...
- Sun Sep 13, 2009 6:24 am
- Forum: Econometric Discussions
- Topic: compare coefficients across group
- Replies: 3
- Views: 8635
compare coefficients across group
Hi, I have a question, regarding testing of coefficients across groups, I want to see whether the effect of a certain indep. variable differs for two different groups. I've don the following and i was wondering if this is the correct way to do it in eviews: i've run the following regression: Y = c X...
- Sat Sep 12, 2009 12:49 am
- Forum: Estimation
- Topic: Balancing an Unbalanced Panel
- Replies: 1
- Views: 3714
Re: Balancing an Unbalanced Panel
Hey, I ran into the same question the other day, i'm also doing fixed effect OLS regression with an unbalanced panel set. anyway i just tried out both options and running regressions they appeared to be the same for both options since eviews just used the available obserations for each year, which. ...
- Thu Sep 10, 2009 2:29 pm
- Forum: Estimation
- Topic: correlogram-differences
- Replies: 2
- Views: 5551
Re: correlogram-differences
Hey gareth, thanks for swift reply the correlogram of the residuals in the fixed effects was just obtained by lookin at the correlogram of the saved residuals from the fixed effects panel regression. while the correlogram of the unstructured equation's residuals are obviously given in the residual o...
- Thu Sep 10, 2009 2:25 am
- Forum: Estimation
- Topic: correlogram-differences
- Replies: 2
- Views: 5551
correlogram-differences
Hi, I have a quation concering a correlogram in unstructured vs panel data. When i estimate an equation using a panel structured dataset using just period fixed effects, the correlogram looks very different than when I use an unstrucutred dataset but use year dummies using the @expand function to co...
- Tue Jul 21, 2009 3:30 am
- Forum: Econometric Discussions
- Topic: fixed/random effects
- Replies: 0
- Views: 3666
fixed/random effects
Hi, I was wondering if someone can enlighten me concerning the use of fixed effects/random effects models I am researching the effect of 4 indep. variables on a depend. variable, data is unbalanced panel data over 10 years using 150 cross-sections. I've run some OLS regressions and i have some remar...
- Fri Jul 10, 2009 11:45 am
- Forum: Estimation
- Topic: interaction effects
- Replies: 2
- Views: 6107
Re: interaction effects
Ah, yeah got it, saves me a hell of a lot of time,
thanks dude!
thanks dude!
- Fri Jul 10, 2009 10:16 am
- Forum: Estimation
- Topic: interaction effects
- Replies: 2
- Views: 6107
interaction effects
Hi, I was wondering if someone could help me out here, it's probably in the manuel somewhere but can't seem to find out exactly how to do it. Anyway i have a multiple linear regression model testing certain variables with Cost of equity as independent variable. anyway i have a range of firms which a...
