Search found 3 matches
- Tue Oct 01, 2013 8:43 pm
- Forum: Estimation
- Topic: HELP: Random Effect problem: GLS weight??
- Replies: 0
- Views: 1883
HELP: Random Effect problem: GLS weight??
HI, My name is Intan, I am using Eviews 8. I have tested using Hausman test, and my model calls for Random Effect. I have also checked and found that my model has heteroschedasticity problem, so I need to apply GLS weight to correct it (is this right?) 1. But when i try to estimate my model using cr...
- Mon Aug 19, 2013 9:12 pm
- Forum: Estimation
- Topic: Please help: Fixed effect ----error: "near singular matrix"
- Replies: 5
- Views: 8269
Re: Please help: Fixed effect ----error: "near singular matr
hi gareth, it runs OK with OLS.. but it gives me the "near singular matrix" when i tried the cross-section fixed effect... i need to account for the industry effect, hence i include the 7 dummy variable (for 8 industries).. how can i get thru this dummy variable trap while still using my 7...
- Mon Aug 19, 2013 8:00 pm
- Forum: Estimation
- Topic: Please help: Fixed effect ----error: "near singular matrix"
- Replies: 5
- Views: 8269
Please help: Fixed effect ----error: "near singular matrix"
Hi All, my name is Intan. I am a newcomer to Eviews... Currently i am doing a thesis to study the determinants of capital structure across 172 companies (from 8 industries) for period 2000-2011.. I want to see the effect of different industry classification on debt ratio, hence i create 7 dummy vari...
