Search found 3 matches
- Tue Sep 15, 2015 3:10 am
- Forum: Econometric Discussions
- Topic: Coefficient interpretation in quantile regression
- Replies: 0
- Views: 2494
Coefficient interpretation in quantile regression
Hi, I am trying to estimate the effect of a company's size on certain aspects of its performance (like returns, costs etc) and have a panel of 3*100 observations. I want to run a quantile regression, because: a) There are outliers (some very large caompanies) b) I want to know the effect of a size i...
- Mon Sep 14, 2015 11:41 am
- Forum: Econometric Discussions
- Topic: panel data query
- Replies: 2
- Views: 4427
Re: panel data query
You question is not entirely clear to me. You may want to peruse the Eviews user guide (part I, p 724 for eviews 
- Mon Sep 14, 2015 10:24 am
- Forum: Econometric Discussions
- Topic: Small sample regression robustness
- Replies: 0
- Views: 2219
Small sample regression robustness
Dear all, I'm currenly trying to estimate a regression with Y = yeardummy + beta X + e in Eviews 8. My sample is only three years, with n =30, so 90 obs. total. Because the sample is only small (data on Y is limited and the total population is around 200) I am worried about the robustness of my esti...
