Search found 8 matches

by mtahir50
Fri Mar 08, 2013 2:14 pm
Forum: Econometric Discussions
Topic: Panel Data
Replies: 0
Views: 1734

Panel Data

Hi, I have a question. I am using Panel data for 67 cross sections having four data points for each cross sections. I have four 5 interdependent variables in my model. The Hausman specification test suggests to use fixed effects model. Now i wanna know about the period fixed effects, whether to incl...
by mtahir50
Thu Mar 07, 2013 12:01 pm
Forum: Econometric Discussions
Topic: Panel Data
Replies: 0
Views: 1745

Panel Data

Hi, I have a question. I am using Panel data for 67 cross sections having four data points for each cross sections. I have four 5 interdependent variables in my model. The Hausman specification test suggests to use fixed effects model. Now i wanna know about the period fixed effects, whether to incl...
by mtahir50
Tue Aug 28, 2012 11:38 pm
Forum: Estimation
Topic: Panel data
Replies: 10
Views: 8609

Re: Panel data

Dear Sir, As i have mentioned earlier that i have 4 observations per country because the data is converted to five year averages. My sample is 69 countries and i have 6 independent variables. I read something on sample size today in which the authors are saying about sample size is ' from the pure s...
by mtahir50
Tue Jul 24, 2012 10:51 am
Forum: Estimation
Topic: Panel data
Replies: 10
Views: 8609

Re: Panel data

Thank you so much for such a nice explanation...
by mtahir50
Mon Jul 23, 2012 11:53 pm
Forum: Estimation
Topic: Panel data
Replies: 10
Views: 8609

Re: Panel data

Hello,
What does it exactly mean by ( to use the covariance matrix with caution)? Do i have to worry about that this warning message? Or i can go with these regression results? Well there is any other way to avoid the warning message? Thanks
by mtahir50
Tue Jul 10, 2012 11:45 am
Forum: Estimation
Topic: Panel data
Replies: 10
Views: 8609

Re: Panel data

Thank You very much, Following your explanation, if i use white period, which is robust to serial correlation within cross sections and changing variances overtime, i can avoid the problem of reduced rank of the coefficient covariance matrix. Is it the right way of doing this estimation? So well thi...
by mtahir50
Mon Jul 09, 2012 12:38 pm
Forum: Estimation
Topic: Panel data
Replies: 10
Views: 8609

Re: Panel data

Thank you very much for such a nice explanation. I got it. Just clarify this to me as well. My regression results are reliable in this case or not?
by mtahir50
Mon Jul 09, 2012 11:12 am
Forum: Estimation
Topic: Panel data
Replies: 10
Views: 8609

Panel data

Hi Everyone, I need some help in panel data. I have a sample of 69 countries. I have 20 years data converted to 5 year averages. So i have 4 observations per country. The Hausman test rejects random effect model and hence fixed effect model is preferred. Now i am choosing both time fixed effect as w...

Go to advanced search