Search found 12 matches

by florriec
Wed Oct 09, 2013 8:51 am
Forum: Estimation
Topic: control firm fixed effect
Replies: 10
Views: 6322

Re: control firm fixed effect

So, that means i need to use E views 8 for getting the results.
how is about e views 7?
by florriec
Wed Oct 09, 2013 8:48 am
Forum: Estimation
Topic: control firm fixed effect
Replies: 10
Views: 6322

Re: control firm fixed effect

e-views 6 :(
by florriec
Wed Oct 09, 2013 8:42 am
Forum: Estimation
Topic: control firm fixed effect
Replies: 10
Views: 6322

Re: control firm fixed effect

i did try object--new object-matrix-vector-coef --type "beta"-- choose coefficient vector.
then in the estimation box type "turnover beta iroe........@expand(@obsid, @dropfirst) @expand(@crossid, @dropfirst).
and it shows like "beta is not a series".
by florriec
Wed Oct 09, 2013 8:29 am
Forum: Estimation
Topic: control firm fixed effect
Replies: 10
Views: 6322

Re: control firm fixed effect

however, since my estimation settings -- method --Binary , in its option tab, there isn't any "coefficient name".
so, what should i do?
by florriec
Wed Oct 09, 2013 5:24 am
Forum: Estimation
Topic: control firm fixed effect
Replies: 10
Views: 6322

Re: control firm fixed effect

please see the attachment. i create " series withinid =@obsid" for period fixed effects and "series cxid= @crossid" for firm (stock number) fixed effects. if i want to havae period and firm fixed effect. wHAT is the command?? :D i did try @expand (@obsid, @dropfirst) @expand @cro...
by florriec
Tue Oct 08, 2013 9:28 am
Forum: Estimation
Topic: control firm fixed effect
Replies: 10
Views: 6322

control firm fixed effect

Hi,
my regression model is logistic model, how can i create a Fixed Effect Dummies for controlling "firm" fixed effect.
@expand (XXXXXX)

thank you
by florriec
Tue Dec 25, 2012 5:31 am
Forum: Estimation
Topic: about firm fixed effect
Replies: 1
Views: 2269

about firm fixed effect

Hihi, I am doing my thesis and i have a question of firm fixed effect dummy. My workfile is panel data with stock number and year, according to your some posts, i did make the year fixed effect with @expand(@obsid,@dropfirst). However, i can't make firm fixed effect with @expand(@crossid,@dropfirst)...
by florriec
Sat Dec 15, 2012 8:37 am
Forum: Data Manipulation
Topic: about Mann-Whitney U Test
Replies: 3
Views: 6475

Re: about Mann-Whitney U Test

it is a panel data workfile with stock number as ID identifier and with year as time series.
dummy =0 presents before the event, dummy=1 presents after the event, i want to compare those above-mentioned groups
by florriec
Fri Dec 14, 2012 7:35 am
Forum: Data Manipulation
Topic: about Mann-Whitney U Test
Replies: 3
Views: 6475

about Mann-Whitney U Test

hihi,
i have 2 groups data about before and after an event.how to use eviews to have Mann-Whitney U test for z value.
:D thank you so much!
by florriec
Wed Nov 14, 2012 8:33 am
Forum: Estimation
Topic: any other solution for panel logit model
Replies: 4
Views: 4286

Re: any other solution for panel logit model

Moreover, as i know that the format for estimating an equation is "y c x x x x x......" For my case ,it is obivouslly that y this series all the data is 0 or 1 since i am running logit model. After create 2 fixed effect dummy(2 series) manually,one foryear and another for firm, does it mea...
by florriec
Wed Nov 14, 2012 8:12 am
Forum: Estimation
Topic: any other solution for panel logit model
Replies: 4
Views: 4286

Re: any other solution for panel logit model

thank you for your prompt rely. If i have around 1000 firms with 9 years. Should i create a dummy for each firm by 1000 times???
would you mind showing the step to me since i am now learning eviews and not really know how to create :cry: thank you =)
by florriec
Wed Nov 14, 2012 7:51 am
Forum: Estimation
Topic: any other solution for panel logit model
Replies: 4
Views: 4286

any other solution for panel logit model

Hello,
Since i know that eviews allows us to run logit model only in panel structure workfile, however, in my thesis, my model is logit model and needs to have year-fixed effect and also firm-fixed effect. So what so i do?? if there is no any solution, does it mean i need to use other software? :cry:

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