Pool versus individual coefficients

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bdmacgregor
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Joined: Thu Jul 31, 2014 11:03 am

Pool versus individual coefficients

Postby bdmacgregor » Thu Jul 31, 2014 11:11 am

I have estimated a model using a pool (a cross section of cities) with OLS. To check it, I had used the options for no fixed effects and all coefficients varying in cross section. I expected that would produce a set of individual cross section (city) models which would be the same as if I had estimated each separately. The coefficients are very different. Can you explain what is happening?
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
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Joined: Tue Sep 16, 2008 5:38 pm

Re: Pool versus individual coefficients

Postby EViews Gareth » Thu Jul 31, 2014 11:14 am

Not without seeing the workfile.
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bdmacgregor
Posts: 3
Joined: Thu Jul 31, 2014 11:03 am

Re: Pool versus individual coefficients

Postby bdmacgregor » Fri Aug 01, 2014 5:10 am

I have worked it out! Thanks.
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