Ah, ok. Thanks for your help.
To remove the heteroscedasticity.. Weighted Least Squares?
cyclechic
Search found 4 matches
- Wed May 25, 2011 8:38 am
- Forum: Econometric Discussions
- Topic: Heteroskedasticity
- Replies: 3
- Views: 4685
- Wed May 25, 2011 7:54 am
- Forum: Econometric Discussions
- Topic: Heteroskedasticity
- Replies: 3
- Views: 4685
Heteroskedasticity
Hello All, I have run a cross-section regression using 2SLS that is free from all specification problems except heteroskedasticity. To correct for this I have used the White method and, as expcted, the coefficients have remained the same, and the standard errors and t-statistics vary slightly. I the...
- Wed May 11, 2011 8:34 am
- Forum: Data Manipulation
- Topic: "Variable not defined"
- Replies: 4
- Views: 8837
Re: "Variable not defined"
Thank you for your reply. I'm not using the panel data workfile, but am using the pool object to perform the analysis, in so much as I 'created a New Object' and then entered the names of each of my cross-sections (_alg, _bol etc.). I am highlighting my pool object and choosing 'Estimate' from the t...
- Wed May 11, 2011 8:10 am
- Forum: Data Manipulation
- Topic: "Variable not defined"
- Replies: 4
- Views: 8837
"Variable not defined"
Hi guys, Thank you in advance for your help. I'm in the (very) early stages of my analysis and am completed defeated by this one issue. I'm running a panel data regression of 19 countries (the first being labelled 'alg' for Algeria) where Corruption is my dependent variable (entered into EViews as c...