Eviews 8 panel data structure (Pooled, fixed)

For questions regarding the import, export and manipulation of data in EViews, including graphing and basic statistics.

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acemeister
Posts: 9
Joined: Wed Apr 22, 2015 7:57 am

Eviews 8 panel data structure (Pooled, fixed)

Postby acemeister » Wed Apr 22, 2015 8:09 am

1
Last edited by acemeister on Mon Jun 15, 2015 9:20 am, edited 3 times in total.

EViews Gareth
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Re: Eviews 8 panel data structure (Pooled, fixed)

Postby EViews Gareth » Wed Apr 22, 2015 8:12 am

That format is exactly how EViews prefers it. Just drag that file on to EViews and it will open as a panel.

Well, it would, but you have a data mistake. Row 298 has the wrong date (I'm guessing).

acemeister
Posts: 9
Joined: Wed Apr 22, 2015 7:57 am

Re: Eviews 8 panel data structure (Pooled, fixed)

Postby acemeister » Wed Apr 22, 2015 8:58 am

wow thanks for the quick answer! :)

I still have some questions regarding the model. In the attached file, I did a test run.

I got quite different results with Eviewss and Gretl.

The results in Gretl are postive signficant, for the "Outside" variable (which was the expected result according to the theory), and corrected for standard erros.

In Eviews the results are negative for the "Outside" variable, also I was not able to correct for standard erros in Eviews, and when trying to include my manual dummies for time (year 1-7, excluding year 8, because of dummie-trao) in pooled model it said "near singluar matrix).

Thanks alot!

acemeister
Posts: 9
Joined: Wed Apr 22, 2015 7:57 am

Re: Eviews 8 panel data structure (Pooled, fixed)

Postby acemeister » Wed Apr 22, 2015 9:06 am

The attached file!
Last edited by acemeister on Mon Jun 15, 2015 9:18 am, edited 1 time in total.

EViews Gareth
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Re: Eviews 8 panel data structure (Pooled, fixed)

Postby EViews Gareth » Wed Apr 22, 2015 9:21 am

I can't comment on Gretl, but I just ran that model in Stata and SAS, and they both match the EViews output.

acemeister
Posts: 9
Joined: Wed Apr 22, 2015 7:57 am

Re: Eviews 8 panel data structure (Pooled, fixed)

Postby acemeister » Wed Jun 03, 2015 6:09 am

I can't comment on Gretl, but I just ran that model in Stata and SAS, and they both match the EViews output.
Gareth, I wonder if you could still comment on why does the R-squared become so high in models like this, is it becuase of the fixed effects on the cross sections?

Thanks

Ace

EViews Glenn
EViews Developer
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Re: Eviews 8 panel data structure (Pooled, fixed)

Postby EViews Glenn » Wed Jun 03, 2015 7:03 am

For the R2 that EViews computes, most probably yes.


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