the estimateors between Pooled and random effect

[hongchontim]

Dear all,

I tried to use the pool and panel regression for analyzing the data.

Finally, I found that the coefficients from the pool and random effect models are identical except the t-test statistic has the a bit different.

Does anyone has this problem before?

Can anyone give me some advice?

Cheers,

Tim

[hongchontim]

One should notice that I add the lagged dependent variable into the both models and it has the higher coefficients.

[EViews Glenn]

Can you send post the workfile and information on the specifications, or send them to support@eviews.com along with your serial number and build-date.