Search found 8 matches
- 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...
- 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...
- 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...
- 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...
- 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
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
- 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...
- 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?
- 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...
