Search found 7 matches
- Wed Sep 17, 2014 8:49 am
- Forum: Estimation
- Topic: VIF scores panel data
- Replies: 1
- Views: 2755
VIF scores panel data
Hello, I have a question concerning VIF scores and Eviews. I have read that VIF scores aren't available in Eviews for panel data, is this still true? Additionally i read that you can compute the VIF score by this formula VIF= 1/(1-R^2) and you should use the R^2 that you get from regressing your ind...
- Sat Sep 13, 2014 1:51 am
- Forum: Econometric Discussions
- Topic: Panel data Fixed effects
- Replies: 0
- Views: 2046
Panel data Fixed effects
Hello, i'm using panel data and i want to know if i should use fixed effects of not. The problem is that im also using a dummy for financial firms as well as a dummy for crisis years. When i use firm fixed effects i can't use dfinancials and when i use period fixed effects is can't use dcrisis. When...
- Fri Sep 12, 2014 10:04 am
- Forum: Econometric Discussions
- Topic: Panel data, fixed effects
- Replies: 0
- Views: 2151
Panel data, fixed effects
Hello, I'm using panel data and have two dummies, dfinancial (when the firm is a financial firm) and dcrisis(wheter it is a crisis year). When i'm trying to figure out if i should use fixed of random effects i get stuck. I think i can't use a firm specific dummy when using fixed firm effects and i c...
- Sun Sep 07, 2014 11:11 am
- Forum: Estimation
- Topic: Dated panel data
- Replies: 3
- Views: 3204
Re: Dated panel data
Hello,
I solved this problem by uploading my data as "unformatted" instead of "dated panel data" now i can run my tests and regressions.
The question is, is this correct? can it be done this way?
thanks
I solved this problem by uploading my data as "unformatted" instead of "dated panel data" now i can run my tests and regressions.
The question is, is this correct? can it be done this way?
thanks
- Sun Sep 07, 2014 9:16 am
- Forum: Estimation
- Topic: Dated panel data
- Replies: 3
- Views: 3204
Dated panel data
Hello, I writing my thesis on the effect of the board of directors characteristics on CEO compensation. My data consist of firms with each several years making it (i think) dated panel data. When i want to test for heteroskedasticity, serie correlation and multicollinearity i search on youtube how t...
- Sun Sep 07, 2014 3:12 am
- Forum: Econometric Discussions
- Topic: near singular matrix erro
- Replies: 1
- Views: 2616
Re: near singular matrix erro
Oke i found out that one of my dummies can't be in the same equation as the constant and when i rerun it, it works. But, i still get these high coefficients does anyone know why that is? Can it be that my data is scaled wrong? even though some of them are dummies and my dependent is a log value? tha...
- Sun Sep 07, 2014 12:36 am
- Forum: Econometric Discussions
- Topic: near singular matrix erro
- Replies: 1
- Views: 2616
near singular matrix erro
Hello everyone, I’m a student writing my thesis and in need of some assistance regarding Eviews 8. When i’m running a regression my output is not correct (the coefficient is too high). When I try to fix it by adding a constant (c) I get a near “singular matrix error”. The same happens when I add a d...
