ANCOVA Model Help

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.

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Nouman
Posts: 3
Joined: Sat Jun 08, 2013 2:56 am

ANCOVA Model Help

Postby Nouman » Tue Jun 11, 2013 11:12 pm

Hello I am working on hedonic property value approach. I have four cross section units in my study. I want to pooled the data and then estimate a regression model in which I would have different intercepts and slopes for all the four cross sections. Actually I just only want a separate slope for one specific independent variable for all four cross sections. Can you help me how to make a model with different intercepts and slopes. And secondly how to make a spreadsheet.

trubador
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Posts: 1520
Joined: Thu Nov 20, 2008 12:04 pm

Re: ANCOVA Model Help

Postby trubador » Thu Jun 13, 2013 12:09 am

EViews has a nice function called @expand for such purposes. For instance, the first specification below will produce a separate intercept for each categories, whereas the second one will take the first category as the reference group and measure the difference/effect of other categories.

Code: Select all

equation myeq1.ls y @expand(x) equation myeq2.ls y c @expand(x,@dropfirst)

Nouman
Posts: 3
Joined: Sat Jun 08, 2013 2:56 am

Re: ANCOVA Model Help

Postby Nouman » Fri Jun 14, 2013 8:47 am

@ trubador thanks for reply. It worked. Kindly tell me how to make a spreadsheet for that kind of analysis?????


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