Cross section coefficients in Fixed Effects model

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franta311
Posts: 13
Joined: Sun Oct 26, 2014 11:52 am

Cross section coefficients in Fixed Effects model

Postby franta311 » Wed Oct 29, 2014 5:05 pm

Hi,

I am doing a Fixed Effects regression on panel data. I have 42 countries and analysing 2000 – 2013 time period. Would like to ask you, if I do a country fixed effects regression in EViews 7, the regression output reports one coefficient. What is this coefficients, is it an average of all coefficients?
Where can I find the coefficients for each country? Is it under View tab -> Fixed/Random effects -> Cross section effects?

Many thanks,

F.

EViews Gareth
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Re: Cross section coefficients in Fixed Effects model

Postby EViews Gareth » Wed Oct 29, 2014 7:34 pm

Yes, and yes.

franta311
Posts: 13
Joined: Sun Oct 26, 2014 11:52 am

Re: Cross section coefficients in Fixed Effects model

Postby franta311 » Sat Nov 01, 2014 10:26 am

Thank you for your reply, but when I average each country’s coefficient, it does not equal to the coefficient that is in the regression output?

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13585
Joined: Tue Sep 16, 2008 5:38 pm

Re: Cross section coefficients in Fixed Effects model

Postby EViews Gareth » Sat Nov 01, 2014 4:44 pm

The reported cross-section coefficients are the deviation from the mean

franta311
Posts: 13
Joined: Sun Oct 26, 2014 11:52 am

Re: Cross section coefficients in Fixed Effects model

Postby franta311 » Sun Nov 02, 2014 5:36 pm

ok, thanks


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