Search found 6 matches

by Drobi
Fri Jun 05, 2015 12:01 am
Forum: Estimation
Topic: Logit on panel data
Replies: 3
Views: 3312

Re: Logit on panel data

thank you startz,

However, it was the only method I could came up with when considering that I have a limited dependent variable. Do you have any other suggestion how to account for such variables?
by Drobi
Wed Jun 03, 2015 8:44 am
Forum: Estimation
Topic: Logit on panel data
Replies: 3
Views: 3312

Logit on panel data

Hi everyone, I am would like to run a logit model on my panel data (attached) with a limited variable as dependent one (here the Gini_Index) and several independent variables (e.g. GDP growth, schooling years, inflation and FC dummy). However, the Gini_index is not a discrete variables, it's values ...
by Drobi
Tue Apr 21, 2015 10:39 am
Forum: Estimation
Topic: SUR or Fixed Effects Reg. unbalanced panel
Replies: 6
Views: 6598

Re: SUR or Fixed Effects Reg. unbalanced panel

Hi, I now created a group of dummy variables for each country. However, I have difficulties including the group into the SUR model above. Or is it necessary to split up the group into separate series and include those manually into the SUR model. If so, how can I efficiently split up a group of dumm...
by Drobi
Mon Apr 13, 2015 8:48 am
Forum: Estimation
Topic: SUR or Fixed Effects Reg. unbalanced panel
Replies: 6
Views: 6598

Re: SUR or Fixed Effects Reg. unbalanced panel

Could I include @expand(country ,@dropfirst) in my SUR system to create cross section dummies and something similar for period effect? If yes, would it look like in the attachment? How could I do similar dummies for period effects.

thanks for the fast replies :D
by Drobi
Mon Apr 13, 2015 6:37 am
Forum: Estimation
Topic: SUR or Fixed Effects Reg. unbalanced panel
Replies: 6
Views: 6598

Re: SUR or Fixed Effects Reg. unbalanced panel

Sorry that it was a little unclear. The results of both regressions are somewhat disappointing. I wonder, how to best control for heteroskedastic and autocorrelation in the FE model. Using White correlation coefficient matrix? Second, the SUR results in completely different results, which I suspect ...
by Drobi
Sat Apr 11, 2015 6:09 am
Forum: Estimation
Topic: SUR or Fixed Effects Reg. unbalanced panel
Replies: 6
Views: 6598

SUR or Fixed Effects Reg. unbalanced panel

Hi everyone, I would like to run a SUR regression model or Fixed effects regression model on my unbalanced panel data. SUR: log(gini_net)=c(1)+c(2)*log(gdp_p_c_usd_ppp)^2+c(3)*log(gdp_p_c_usd_ppp)+c(4)*trade_openness+c(6)*inflation+c(7)*unemployment+c(8)*fc_total log(gini_market)=c(9)+c(10)*log(gdp_...

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