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by eviewsuser2015
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...
by eviewsuser2015
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 8)
by eviewsuser2015
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...

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