Search found 18 matches

by BradleyMorris
Wed Feb 16, 2011 5:17 am
Forum: General Information and Tips and Tricks
Topic: sorting panel data variables based on averages
Replies: 15
Views: 19992

Re: sorting panel data variables based on averages

ah beautiful! Yes indeed, I had missed that 2nd part of copying all ranks to the rest if cellid>1.! Great, thanks a lot, this makes the whole calculation even cleaner.!
by BradleyMorris
Tue Feb 15, 2011 3:47 am
Forum: General Information and Tips and Tricks
Topic: sorting panel data variables based on averages
Replies: 15
Views: 19992

Re: sorting panel data variables based on averages

Quick practical solution (although not perfect!) = just leaving it the way I had said and in the sample sort for the lowest 6666 observations, i.e. lowest 1/3, then for the middle 6666 and so on. However if you know how to rearrange it into normal rankings from 1-152, I'd appreciate it if you tell m...
by BradleyMorris
Tue Feb 15, 2011 3:23 am
Forum: General Information and Tips and Tricks
Topic: sorting panel data variables based on averages
Replies: 15
Views: 19992

Re: sorting panel data variables based on averages

The problem I am getting is that the ranking shows very many NA values if I do it the way you mentioned earlier. To be exact, of the 132 observations only 1 shows a value, namely the cellid = 1. So then if i select the large companies, the rest of the observations just fall away. What I've tried to ...
by BradleyMorris
Fri Feb 11, 2011 5:25 am
Forum: General Information and Tips and Tricks
Topic: sorting panel data variables based on averages
Replies: 15
Views: 19992

Re: sorting panel data variables based on averages

Hey Glenn, sorry for the long break, I had my an exam, for which I took a study break, now that I passed that I'm back and I'll be actively posting again until I finish this damned project. To get back to the issue: If i take the average of the low/med/high firms without adjusting the sample (to if ...
by BradleyMorris
Mon Jan 10, 2011 7:34 am
Forum: Econometric Discussions
Topic: Unbalanced Panel data - regression
Replies: 4
Views: 6008

Re: Unbalanced Panel data - regression

Sorry, it's true that the residual distribution needs to be checked instead of the distribution of the data. -Starz, could you tell me which buttons to press/commands to give in order to execute a spearman rank test? I want to be able to reflect on the difference between the outcome of a OLS and a s...
by BradleyMorris
Sun Jan 09, 2011 4:17 am
Forum: Estimation
Topic: Non parametric tests: Spearman's rho
Replies: 2
Views: 6487

Non parametric tests: Spearman's rho

Hi i just found out that my data is not normally distributed (J-B = 0.000), so I have to execute non-parametric regressions. I would like to know how to set eviews up in order to do this, i.e. which settings to take in order to do this properly for my test. I wanted to see my dependent variable depe...
by BradleyMorris
Sun Jan 09, 2011 4:10 am
Forum: Estimation
Topic: Consumption based asset pricing models
Replies: 2
Views: 4249

Re: Consumption based asset pricing models

I'm sorry Ranversk, I'm not able to help you, I just started with eviews, but if you don't mind telling me how to set eviews up in order to do non-parametric tests (it seems like you had some experience in that) that would be great. I'm want to run a spearman's correlation and the question was which...
by BradleyMorris
Sun Jan 09, 2011 4:00 am
Forum: Econometric Discussions
Topic: Unbalanced Panel data - regression
Replies: 4
Views: 6008

Re: Unbalanced Panel data - regression

I'm not an expert myself, but have done something similar. You will first need to assess whether your data is distributed normally, you can find this out through the jarque-bera test. If it is 0.01 or lower you'll need to execute non-parametric test, if not you can execute parametric tests like the ...
by BradleyMorris
Thu Jan 06, 2011 6:00 am
Forum: General Information and Tips and Tricks
Topic: sorting panel data variables based on averages
Replies: 15
Views: 19992

Re: sorting panel data variables based on averages

Alright, basically I got everything to work, resulting in the end in three series which I created, lowincfirms, medincfirms and highincfirms. When I then open these series I get the long list of firms, with either a 0 or a 1 in front of the first firm listing, according to its categorization. So far...
by BradleyMorris
Thu Jan 06, 2011 4:39 am
Forum: General Information and Tips and Tricks
Topic: sorting panel data variables based on averages
Replies: 15
Views: 19992

Re: sorting panel data variables based on averages

Okay, figured this one out myself, yes finally haha, anyways I should have left out "series" in series averageinc.! -I Bet that's valuable information right there.
by BradleyMorris
Thu Jan 06, 2011 3:56 am
Forum: General Information and Tips and Tricks
Topic: sorting panel data variables based on averages
Replies: 15
Views: 19992

Re: sorting panel data variables based on averages

Using version 7.1 should that matter..
by BradleyMorris
Thu Jan 06, 2011 3:54 am
Forum: General Information and Tips and Tricks
Topic: sorting panel data variables based on averages
Replies: 15
Views: 19992

Re: sorting panel data variables based on averages

Thanks a lot Glenn! Unfortunately already in the first step i'm running into problems with "syntax errors" I almost literally copied your formula, and after that I tried what seemed to me to be similar: series meanlstat = @meansby(lstat, @crossid, "@all") as taken from the eviews...
by BradleyMorris
Tue Jan 04, 2011 5:02 pm
Forum: General Information and Tips and Tricks
Topic: sorting panel data variables based on averages
Replies: 15
Views: 19992

Re: sorting panel data variables based on averages

I want to use these designations in order to command eviews to select all of the "profitable firms" and test whether their returns are more influenced by a certain factor than unprofitable firms' return. So ideally I could tell eviews to select firm A,E&F (categorized as profitable) ru...
by BradleyMorris
Tue Jan 04, 2011 6:55 am
Forum: General Information and Tips and Tricks
Topic: sorting panel data variables based on averages
Replies: 15
Views: 19992

Re: sorting panel data variables based on averages

A third issue: sorting panel data based on a specific point in time. I'm trying to sort the firms according to the income on 01/01/2000. In the sample selection window is there a possibility to do this? For instance something like: income >100 @2000m01 - obviously this doesn't work, maybe somebody k...
by BradleyMorris
Mon Jan 03, 2011 8:46 am
Forum: General Information and Tips and Tricks
Topic: sorting panel data variables based on averages
Replies: 15
Views: 19992

sorting panel data variables based on averages

Hello, I'm trying to find a way in which I can sort my panel data into groups according to criteria "having an average value >1" for instance: I have panel data on 150 firms over a period of 10 years. I would like to sort them into three groups based on average profitability over these ten...

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