Peer Average of firm excluding own observation

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

Ambily Chacko
Posts: 1
Joined: Tue May 24, 2022 7:43 pm

Peer Average of firm excluding own observation

Postby Ambily Chacko » Wed May 25, 2022 11:18 pm

sir

could you help with peer averages excluding own observation for a panel data. my formula for computation is




eviews.docx
FORMULA FOR COMPUTING
(29.19 KiB) Downloaded 81 times
where i denote firm, j denote industry and t year. yhat ijt is the average trade receivables of peers, excluding firm i,xijt -1 is the one year lagged control variables(independent variables) Xhat-ijt are one year lagged averages of the same control variables for peer firms excluding firm i ( peer averages)

how do we compute the peer averages excluding firm i?

iam working on EViews for analyzing the data .could u suggest me a technique if available in EViews .
Attachments
variable.xlsx
DEPENTDENT & INDEPENDENT VARIABLES
(31.61 KiB) Downloaded 78 times

EViews Glenn
EViews Developer
Posts: 2671
Joined: Wed Oct 15, 2008 9:17 am

Re: Peer Average of firm excluding own observation

Postby EViews Glenn » Fri Jun 03, 2022 10:47 am

Can you give an example of what you want calculated using the variables in your data? I am not entirely clear on what a peer is in this context.


Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 32 guests