Search found 12 matches
- 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 .
- 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...
I think that i have a good justification :) i hope that I can handle with that.
BTW thanks for your support...
- 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...
- 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...
- 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...
- 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...
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...
- 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...
- 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
Hausman test
(fixed versus random effects)
Chi-square (2 d.f.) 8.2380468
p-value 0.0162604
- 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...
- 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 ?
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 ?
- 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 ...
- 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...
