Panel data

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napster
Posts: 4
Joined: Tue Mar 27, 2012 8:33 pm

Panel data

Postby napster » Mon Apr 16, 2012 7:54 pm

Hi Guys,

I used unbalance panel data for study, so i can't use Huaseman test for choose fixed or randome effect model. Have you any way to fix this problem?

Thanks

Napster

eva
Posts: 4
Joined: Sat Jun 30, 2012 5:14 am

Re: Panel data

Postby eva » Sat Jun 30, 2012 5:31 am

Hello,

I have the same problem. I try to reason which is most logical to use (I have countries as crossections so fixed effects) but I estimate both to see if it would lead to a different conclusion and test for robustness.

Good luck,

cecilcarmo
Posts: 2
Joined: Sat Jul 28, 2012 2:04 pm

Re: Panel data

Postby cecilcarmo » Sat Jul 28, 2012 2:11 pm

Are you sure you can´t use the Haussman test in unbalanced panels?
I think you can´t use the Haussman test if the panel has gap´s. So you should introduce NA when some year or individual has not information for some variable.
Please anyone correct me if I'm wrong.

EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: Panel data

Postby EViews Glenn » Mon Jul 30, 2012 10:26 am

The Hausman test for fixed vs. random effects should be perfectly fine in unbalanced panels. Gaps are no problems as well.


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