Calculate first derivatives with Panel data

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Candy1
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Joined: Thu Jan 18, 2018 8:23 pm

Calculate first derivatives with Panel data

Postby Candy1 » Fri Sep 20, 2019 8:17 am

I am new to the Eviews and working on my graduate thesis. Please help to give me some suggestion regarding the following problem.
I am using EViews 11 and working on an unbalanced panel data with 197 banks, and the data period is 2011-2016. I have run a regression with the equation as below:

:equation: Risk adjusted ROE = k +B1(HHIrev)+B2(NIIs)+B3(HHIloan)+B4(CONs)+B5(CORPs)+B6(OTHLNs)+B7(HHInon)+B8(TRDs)+B9(OTOPs)+B10(lnA)+B11(E/A)+B12(L/A)+B13(dlnA)+B14(dlnA^2)+e

HHIrev= 1-2NII+2NII^2

If I would like to calculate the first derivatives of risk adjusted ROE, the equation would be:
:equation: dROE/dNIIs = B1(dHHIrev/dNIIs) + B2

I have checked the EViews manual but I got the coefficients of all variables of each bank in each year. May I know how to get the value to B1 and B2? Thank you.

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