Search found 12 matches

by ryan_DETROIT
Tue Apr 06, 2010 10:29 am
Forum: Estimation
Topic: Fixed vs. Random Effects Models. Hausman test.
Replies: 12
Views: 26952

Re: Fixed vs. Random Effects Models. Hausman test.

sorry for the late answer. I am using EViews 5.1. But i can not find a button that enables me to run Hausman test. I need to run Hausman test in order to make choice between random effects model or fixed effects model. BTW pic. was too large. then i zipped that .
by ryan_DETROIT
Sat Apr 03, 2010 10:03 am
Forum: Econometric Discussions
Topic: observation number problem
Replies: 8
Views: 12116

Re: observation number problem

hi random_access,
I think that i have a good justification :) i hope that I can handle with that.
BTW thanks for your support...
by ryan_DETROIT
Fri Apr 02, 2010 6:15 am
Forum: Econometric Discussions
Topic: observation number problem
Replies: 8
Views: 12116

Re: observation number problem

ok. again thanks for your mail. let me clear it. if there are one dependent variable and four independent variable for each country. also all kind of data are yearly. does anybody reject that your data volume are so small ? in other words, can anybody object that data are short ? to remind , my data...
by ryan_DETROIT
Fri Apr 02, 2010 5:33 am
Forum: Estimation
Topic: Fixed vs. Random Effects Models. Hausman test.
Replies: 12
Views: 26952

Re: Fixed vs. Random Effects Models. Hausman test.

ok, i agree with you, i should probably send my workfile in Excel format. maybe now you can help me...many thanks...
by ryan_DETROIT
Fri Apr 02, 2010 3:04 am
Forum: Econometric Discussions
Topic: observation number problem
Replies: 8
Views: 12116

Re: observation number problem

ok i got your reply. many thanks for that. I just wanna know when i use panel data, i need to use dummy variables for emerging countries that i selected for my thesis. so, may i know which method i have to use ( Randon Effects vs. Fixed Effects) when i run dummy variables ? BTW you have any idea how...
by ryan_DETROIT
Thu Apr 01, 2010 2:07 pm
Forum: Estimation
Topic: Fixed vs. Random Effects Models. Hausman test.
Replies: 12
Views: 26952

Re: Fixed vs. Random Effects Models. Hausman test.

hi there, i just want to run Hausman test in order to select method ( Random effects or fixed effects). \
in Stata ,researchers are able to run Hausman test by comparing coefficients of Fixed or Random effects. is it not available in EViews 5.1 ?
thank you...
by ryan_DETROIT
Thu Apr 01, 2010 12:56 pm
Forum: Econometric Discussions
Topic: observation number problem
Replies: 8
Views: 12116

Re: observation number problem

hi there, thanks for your message. i think that, i have 15 annual data for each each independent variable when i run panel data analysis for each country. some people think that it is not enough for panel data analysis. is it true? i would like to run panel data analysis for each country. it is okay...
by ryan_DETROIT
Thu Apr 01, 2010 2:11 am
Forum: Estimation
Topic: Fixed vs. Random Effects Models. Hausman test.
Replies: 12
Views: 26952

Re: Fixed vs. Random Effects Models. Hausman test.

that buttons do not appear in EViews 5.1 which i use. i want to have result spreadsheet below.

Hausman test

(fixed versus random effects)
Chi-square (2 d.f.) 8.2380468
p-value 0.0162604
by ryan_DETROIT
Wed Mar 31, 2010 1:58 pm
Forum: Estimation
Topic: Fixed vs. Random Effects Models. Hausman test.
Replies: 12
Views: 26952

Re: Fixed vs. Random Effects Models. Hausman test.

i have read EViews 5.1 guide. yet it did not help me to solve my problem. I just wanna know how to run hausman test in order to select method. does anybody help me please ? by the way yearly five independent data and one dependent data between 1993 and 2008 is sufficient for panel data analysis? man...
by ryan_DETROIT
Wed Mar 31, 2010 6:53 am
Forum: Estimation
Topic: Fixed vs. Random Effects Models. Hausman test.
Replies: 12
Views: 26952

Re: Fixed vs. Random Effects Models. Hausman test.

thanks for the reply. i am using EViews 5.1 version.
there is no button view> Fixed/Random Effects Testing->Hausman Test.
how i can estimate an equation with random effects ? Do you mean write an equation on the command bar ?
by ryan_DETROIT
Wed Mar 31, 2010 6:07 am
Forum: Estimation
Topic: Fixed vs. Random Effects Models. Hausman test.
Replies: 12
Views: 26952

Fixed vs. Random Effects Models. Hausman test.

hi all, i am trying to select which models i should use to conduct panel data analysis. random vs. fixed effects. In order to make a choice between random effects model and fixed effects model i should perform Hausman test. Yet i do not know how to perform Hausman test. does anybody help me ? I can ...
by ryan_DETROIT
Wed Mar 31, 2010 5:50 am
Forum: Econometric Discussions
Topic: observation number problem
Replies: 8
Views: 12116

observation number problem

hi all, i am trying to complete my master thesis. I am trying to manage empirical analysis by using panel data analysis. My thesis topic is the relationship between economic indicators and emerging stock market performance. i select 5 emerging stock markets and 4 economic indicators. dependent varia...

Go to advanced search