Good Morning,
I need to work with a panel data with three digits (country, industry , time). I know that fixed effects are just cross section dummies and that I can use the command @expand(country) @expand(industry, dropfirst). But how I have to structure the database ? should the workfile be unstructured ? What next?
A practical suggestion will be highly appreciated
Alfonso Arpaia
Panel data with three identifiers
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- Fe ddaethom, fe welon, fe amcangyfrifon
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Re: Panel data with three identifiers
Depends on what you want to do with the data.
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Re: Panel data with three identifiers
Thanks for your reply. I want to study the effect of R&D on productivity using data by industry, county and time.
Therefore I need to run a regression of the type
y(c,i,t)= a(c)+b(i)+g(t)+ B' TFP(i,c,t)+ u(i,c,t)
where a,b and g are fixed effect by country, sector and period
d is the coefficient capturing the effect of R&D on TFP.
I used intensively Eviews but never worked with three identifiers. Since the programme does not have a build in option I would need to estimate with LS with dummies . but I don't know how to set up the data base for this purpose
Thanks for your help
Therefore I need to run a regression of the type
y(c,i,t)= a(c)+b(i)+g(t)+ B' TFP(i,c,t)+ u(i,c,t)
where a,b and g are fixed effect by country, sector and period
d is the coefficient capturing the effect of R&D on TFP.
I used intensively Eviews but never worked with three identifiers. Since the programme does not have a build in option I would need to estimate with LS with dummies . but I don't know how to set up the data base for this purpose
Thanks for your help
-
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13455
- Joined: Tue Sep 16, 2008 5:38 pm
Re: Panel data with three identifiers
For running the simple regression, it doesn't really matter, so I'd just leave it unstructured.
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