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Cross section coefficients in Fixed Effects model

Posted: Wed Oct 29, 2014 5:05 pm
by franta311
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.

Re: Cross section coefficients in Fixed Effects model

Posted: Wed Oct 29, 2014 7:34 pm
by EViews Gareth
Yes, and yes.

Re: Cross section coefficients in Fixed Effects model

Posted: Sat Nov 01, 2014 10:26 am
by franta311
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?

Re: Cross section coefficients in Fixed Effects model

Posted: Sat Nov 01, 2014 4:44 pm
by EViews Gareth
The reported cross-section coefficients are the deviation from the mean

Re: Cross section coefficients in Fixed Effects model

Posted: Sun Nov 02, 2014 5:36 pm
by franta311
ok, thanks