Search found 8 matches

by Pitchforkp
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...
by Pitchforkp
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...
by Pitchforkp
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. ...
by Pitchforkp
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...
by Pitchforkp
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...
by Pitchforkp
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...
by Pitchforkp
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!
by Pitchforkp
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...

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