Search found 4 matches
- Sat May 02, 2015 6:30 am
- Forum: Econometric Discussions
- Topic: Choosing fixed/random effects model with Hausman-test
- Replies: 5
- Views: 8851
Re: Choosing fixed/random effects model with Hausman-test
The estimates suggest that there are no random effects. Thank you for the answer Glenn! I have another question: I want to run a fixed effects model and a random effects model respectively with robust standard errors, adjusting for any heteroscedasticity present. Is this possible in Eviews 8? I hav...
- Wed Apr 29, 2015 7:09 am
- Forum: Econometric Discussions
- Topic: Choosing fixed/random effects model with Hausman-test
- Replies: 5
- Views: 8851
Re: Choosing fixed/random effects model with Hausman-test
Does this mean that the random effects model is not a well-suited approach to this data or simply that there is something wrong with my data?For your data, the estimate of the random effects variance is zero.
- Tue Apr 28, 2015 8:49 am
- Forum: Econometric Discussions
- Topic: Choosing fixed/random effects model with Hausman-test
- Replies: 5
- Views: 8851
Choosing fixed/random effects model with Hausman-test
Hello! I am trying to run a Correlated random effects - Hausman test on this regression in order to determine if a fixed or random effects model is appropriate. I get the error message "** WARNING: estimated cross-section random effects variance is zero." Is there a reason to why this is h...
- Mon Apr 20, 2015 8:40 am
- Forum: General Information and Tips and Tricks
- Topic: Fixed effects model form
- Replies: 1
- Views: 4374
Fixed effects model form
Hello! I have data that I have calculated for 100 countries where the dependent variable is GDP and then I have four explanatory variables that effects this with regards to economic downturns. this is for the years 2000-2010. I want to use a fixed effects model for this, in order to see how their vu...
