Search found 4 matches
- Mon Aug 29, 2016 9:40 am
- Forum: Econometric Discussions
- Topic: Hausman test: different results for different components estimator
- Replies: 0
- Views: 3094
Hausman test: different results for different components estimator
I am testing a number of random effects equations for possible correlation between the random effects and the independant varables. I am using the Hausman test in Eviews. My problem is that I get widely different results depending upon which estimator for components variance I have used. Swamy-Arora...
- Tue Aug 23, 2016 5:17 am
- Forum: Programming
- Topic: Random panel: how to retrieve rho in programming
- Replies: 1
- Views: 2313
Random panel: how to retrieve rho in programming
I am testing several random panel models och want to retrieve rho for inclusion in a comprehensive table. How do I retrieve rho after estimation?
- Mon Aug 08, 2016 12:45 am
- Forum: Estimation
- Topic: Panel data:weighted statistics
- Replies: 0
- Views: 2135
Panel data:weighted statistics
Among the resultats reported for panel random equation are weighted statistics. How are these resultat weighted? I.e. what is the differenser beteende ordinary R2, reported further down, and the weighted R2?
- Sun Jul 17, 2016 3:21 am
- Forum: Data Manipulation
- Topic: database limit
- Replies: 1
- Views: 2706
database limit
Hello,
I am trying to place a number of series (not so big, 300 observation in each). Rather soon, after loading the edb-file with about 60 -70 series, I get the message "Matrix dimensions too large". What does it mean and how do I get around it?
I am trying to place a number of series (not so big, 300 observation in each). Rather soon, after loading the edb-file with about 60 -70 series, I get the message "Matrix dimensions too large". What does it mean and how do I get around it?
