Search found 7 matches

by daan
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...
by daan
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...
by daan
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...
by daan
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
by daan
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...
by daan
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...
by daan
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...

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