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by ummuaarifa
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...
by ummuaarifa
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...
by ummuaarifa
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...

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