EViews.com

Great, thanks Glenn.

Thanks Glenn, that helps a lot. I am trying to reconcile the difference between the eviews output and the dummy-variable approach that we teach students. I was going to ask how eviews does fixed effects under-the-hood, but thought of looking at some other projects first to see how they do fixed effe...

Thanks for your reply Gareth, much appreciated. I have two clarifying questions.

1. Is the 'overall intercept' the constant in the regression?

2. Should the entity (cross section) fixed effects sum to zero, and the time (period) fixed effects also sum to zero?

Thank you,
Keith

Hi Gareth, I'm trying to figure out how eviews does fixed effects (cross section and period effects). I'm using eviews 7, build 'Dec 8 2009'. Specifically, how does eviews calculate the dummy variable co-efficients which are displayed when I select View -> Fixed/Random effects -> Period effects, aft...