Search found 18 matches
- 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.!
- 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...
- 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 ...
- 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 ...
- 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...
- 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...
- 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...
- 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 ...
- 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...
- 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.
- 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..
- 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...
- 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...
- 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...
- 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...
