Search found 11 matches

by odovakar
Fri Mar 20, 2009 1:15 pm
Forum: Econometric Discussions
Topic: How should I describe my regression results?
Replies: 0
Views: 5118

How should I describe my regression results?

I have a slight dilemma. I have estimated a total of 6 panel data equations. According to the Hausman test that I conducted in Stata (I am still waiting to do the same in Eviews), 5 of them were correctly specified with a fixed effects model. However, according to Murphy's Law, of course the Hausman...
by odovakar
Fri Mar 20, 2009 12:55 pm
Forum: Estimation
Topic: "Log of non-positive number"
Replies: 16
Views: 36707

Re: "Log of non-positive number"

You could always update your home copy of 5 to 5.1 Thanks. Yes, I thought of that myself. That is of course an option, but now I'm almost afraid to do the upgrade! What happens if 5.1 for some reason will have the same "implementation bug" as 6.0? Then I will have to go back to 5.0, i.e. ...
by odovakar
Fri Mar 20, 2009 12:08 pm
Forum: Estimation
Topic: "Log of non-positive number"
Replies: 16
Views: 36707

Re: "Log of non-positive number"

Oh ****, that's bad news. The problem is that I only have version 5 myself. To use version 6 I had to sit at the university, but it would probably be hard to persuade the administrator to do an upgrade there, wouldn't it? Therefore: Is there any way at all that I could do the estimation in version 5...
by odovakar
Fri Mar 20, 2009 10:31 am
Forum: Estimation
Topic: "Log of non-positive number"
Replies: 16
Views: 36707

Re: "Log of non-positive number"

Hehe...again? :lol:
Are you saying that this problem is a known bug in 6.0?
by odovakar
Fri Mar 20, 2009 8:47 am
Forum: Estimation
Topic: "Log of non-positive number"
Replies: 16
Views: 36707

"Log of non-positive number"

Hi again Gareth and all! I finally managed to solve the problem with the Hausman test by using Eviews 6.0 instead of 5.0 (see post below). However, according to Murphy's Law, it seems that where one problem ends, another one must start. Now, when I tried to redo the estimation in 6.0, using exactly ...
by odovakar
Thu Mar 19, 2009 1:08 pm
Forum: Estimation
Topic: Once again: The Hausman Test!
Replies: 6
Views: 23664

Re: Once again: The Hausman Test!

"Once you have done that, click on View->Fixed/Random Effects Testing->Correlated Random Effects - Hausman Test." Well, in that case, no wonder that I am having trouble, because like I said, that option isn't even available to me! :-) Are you sure that this option exists in Eviews 5.0? I d...
by odovakar
Thu Mar 19, 2009 8:51 am
Forum: Estimation
Topic: Once again: The Hausman Test!
Replies: 6
Views: 23664

Re: Once again: The Hausman Test!

Good0428: Sure, go ahead. My e-mail is: odovakar@spray.se QMS Gareth: Thank you once more; I could try that. Yes, I know that Eviews 5.0 (in my case) has this function built-in, but even though I asked about it before at the forum, I still haven't been able to figure out how to conduct the test. In ...
by odovakar
Thu Mar 19, 2009 12:07 am
Forum: Estimation
Topic: Once again: The Hausman Test!
Replies: 6
Views: 23664

Once again: The Hausman Test!

Previously on the forum, someone wrote: "Dear all, Hossein Abbasi-Nejad and Shapour Mohammadi (both from University of Tehran) write an EViews program to run the Hausman test. It is available at http://papers.ssrn.com/sol3/papers.cfm?abstract_id=672641. This program is generic and easy to use. ...
by odovakar
Fri Mar 06, 2009 6:59 am
Forum: Estimation
Topic: Logistic panel data regressions in Eviews?
Replies: 1
Views: 4510

Logistic panel data regressions in Eviews?

The answer to this question is probably no, but is there any way you can conduct a logistic (binary choice) panel data regression in Eviews? If not, does anyone know if this is possible in STATA?
by odovakar
Sat Jan 24, 2009 11:51 am
Forum: Estimation
Topic: Hausman test and dummy variables
Replies: 3
Views: 10364

Re: Hausman test and dummy variables

Thanks. As for the Hausman effect again - just one, stupid question: How do you do that exactly? :oops: Which settings do I need to use in Eviews for the random effects equivalent? In other words: Are there any specific ones that I need in order for the test to work? After I have done this: Where do...
by odovakar
Thu Jan 22, 2009 4:14 pm
Forum: Estimation
Topic: Hausman test and dummy variables
Replies: 3
Views: 10364

Hausman test and dummy variables

I need help with two things that have been partly answered before on the board. First: I have an unbalanced panel and a fixed effects model in log-log form. How do I conduct an "ordinary" Hausman test in order to see if the chosen specification is correct? Is there some kind of command for...

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