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Dear all, I am trying to estimate a two way fixed effects panel model in EViews. My sample consists of N=T=11 (11 cross-sections, 11 years). However, when I include time fixed effects in my model, I get the following message: Near Singular matrix. Cross-section fixed effects alone work fine. Why is ...

Thank you Gareth.

Hi all, After running the redundant fixed effects testing on EViews, both tests (F, LM (X2)) strongly reject the Ho that there are no individual effects in my data. However when I run the Hausman test in order to test which model is more appropriate for my data (fixed VS random effects) I get the fo...

Hi all, I was wondering how I can check for multicollinearity and heteroscedasticity for Panel Data on EViews. I run a multiple linear regression with FDI as the. dependent variable and 5-6 independent variables on the right hand-side. All variables except a dummy var. are in LOG form and I have 154...

Ok about the coefficients, but what about the DW statistic and the other diagnostic tests? Are these results reliable if residuals are not normally distributed? For example I read in Baltagi (2001) 2nd ed. that Blanchard and Matyas (1996) studied the robustness of several tests for individual effect...

I am not expert, but from what I know, if you select the weighted option you will estimate a Weighted Least Squares regression (WLS) which is a special case of the Generalised Least Squares Method (GLS). It is used in case you have detected the problem of heteroskedasticity in the cross-section or p...

Thnx a lot, I 'll look for this.

Thank you very much for this, I really appreciate your quick response.

Is there any reference (textbook or paper) where this issue is discussed, in case I will be asked to justify it.

Hello all, I am running a regression using panel data and 154 observations. I am using the Panel Least Squares Method with fixed effects specification on Eviews. The problem is I did a histogram normality plot and the Jarque-Bera statistic turned out to be significant (its value is around 60 with Pr...

There is an option for fixed or random effects in the Equation Estimation dialog. You should go to Panel Options and select fixed or random in the effects specification. Make sure you have structured your workfile as a panel , in order for these options to appear in the dialog. EViews Help describes...

Dear administrator, I am running a panel data regression with 154 observations. My question concerns the choice of fixed VS random effects model. After running the redundant fixed effects testing on EViews, both tests (F, LM (X2)) strongly reject the Ho that there are no individual effects in my dat...