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Hie,
Is there a way to add random effect in a system?
When i go on new object/system a white window allows me to specify my system of equation but it seems not possible to specify that i want to add random effect to my equation.

I didn't know that restricting coeff across equations could lead to negative R². Thanks! i'm going to look further on that

Thanks for your answers!
Indeed if i add a constant term in the cost function R² become nealy positive (but still negative (-0.4)).
Are you sure that eviews does not offer panel system specification? this could explain everything! Do you know if R or stata (:/) can do that?

Thank you for your answer! I have some strange new elements: While my SUR estimations gave me negative R² i tried to estimate my system with OLS => negative R² appeared again (-1000 this time!!) that's why i wonder if there is not a problem in the way i estimate. Let me describe it step by step: - I...

Hi everyone, First I apologize for my english that is not my native language. I'm trying to run a SUR estimation on a system of this form (I simplify) : Cost = c(1) + c(2)*p1+c(3)p2+c(4)*p1p2 (i create a new variable named p1p2 in my datas that is equal to p1*p2) a1 = c(2)+c(4)*p1 a2= c(3) + c(4)*p2...