Panel Data robustness

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taliagale
Posts: 5
Joined: Sat Feb 08, 2014 1:24 am

Panel Data robustness

Postby taliagale » Sat Feb 08, 2014 5:20 am

Hi,

I am using least squares, panel data from 2006 to 2010 for 26 developing countries. Therefore, looking at 130 observations. I am using fixed effects to take into account the differences between countries. I am looking at the relationship between the political representation of women and sexual crime (dependent variable). I am using control variables including GDP per capita, male population, and strength of the legal system.

Are there any robustness checks I should undertake i.e. to ensure robust standard errors and how do I do these?

I am inputting: sexv c pol gdp malp leg

If anyone could offer advice would be greatly appreciate as panel data is new to me!

Thanks
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taliagale
Posts: 5
Joined: Sat Feb 08, 2014 1:24 am

Re: Panel Data robustness

Postby taliagale » Sat Feb 08, 2014 5:22 am

Forgot to mention, am using Eviews 8

taliagale
Posts: 5
Joined: Sat Feb 08, 2014 1:24 am

Re: Panel Data robustness

Postby taliagale » Sat Feb 08, 2014 10:48 am

Anyone, how do I check for robust standard errors?

startz
Non-normality and collinearity are NOT problems!
Posts: 3798
Joined: Wed Sep 17, 2008 2:25 pm

Re: Panel Data robustness

Postby startz » Sat Feb 08, 2014 11:47 am

Under panel options choose an appropriate coef covariance option

taliagale
Posts: 5
Joined: Sat Feb 08, 2014 1:24 am

Endogeneity

Postby taliagale » Tue Feb 11, 2014 7:14 am

Thank you. Also there may be endogeneity between the political representation of women on sexual violence(dependent) controlling for GDP per capita and male population. I tried using lags, however because I am using panel data between 2006-2010 lags may not be helpful.

Anyone know how to control for the endogeneity between women in parliament and sexual violence?


Thank you,

Talia

taliagale
Posts: 5
Joined: Sat Feb 08, 2014 1:24 am

Re: Panel Data robustness

Postby taliagale » Tue Feb 11, 2014 12:22 pm

How would I include an Instrumental Variable? This is quite new? anyone familiar with this??

startz
Non-normality and collinearity are NOT problems!
Posts: 3798
Joined: Wed Sep 17, 2008 2:25 pm

Re: Panel Data robustness

Postby startz » Tue Feb 11, 2014 12:26 pm

In the Estimate tab change the method to TSLS.


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