control firm fixed effect

[florriec]

Hi,
my regression model is logistic model, how can i create a Fixed Effect Dummies for controlling "firm" fixed effect.
@expand (XXXXXX)

thank you

[EViews Gareth]

Do you have a panel workfile?

[florriec]

please see the attachment.

i create " series withinid =@obsid" for period fixed effects and "series cxid= @crossid" for firm (stock number) fixed effects.
if i want to havae period and firm fixed effect. wHAT is the command?? :D
i did try @expand (@obsid, @dropfirst) @expand @crossid, @dropfirst) .however, it shows " 751 is not a valid index for vector-series-coeffcient C)


THANK YOU

[EViews Gareth]

Yep you'll have to use @expand in the way that you are. But you'll run out of room using the built in C coefficient vector, so you'll have to use your own coefficient vector. To do this, simply enter a different name (say "Beta") on the "Coefficient Name" box of the options tab of the estimation dialog.

[florriec]

however, since my estimation settings -- method --Binary , in its option tab, there isn't any "coefficient name".
so, what should i do?

[florriec]

i did try object--new object-matrix-vector-coef --type "beta"-- choose coefficient vector.
then in the estimation box type "turnover beta iroe........@expand(@obsid, @dropfirst) @expand(@crossid, @dropfirst).
and it shows like "beta is not a series".

[EViews Gareth]

Are you using EViews 8?

[florriec]

e-views 6 :(

[EViews Gareth]

You're out of luck then.

[florriec]

So, that means i need to use E views 8 for getting the results.
how is about e views 7?

[EViews Gareth]

Only 8 allows you to change the default coefficient vector.