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Peer Average of firm excluding own observation

Posted: Wed May 25, 2022 11:18 pm
by Ambily Chacko
sir

could you help with peer averages excluding own observation for a panel data. my formula for computation is



eviews.docx
FORMULA FOR COMPUTING
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where i denote firm, j denote industry and t year. yhat ijt is the average trade receivables of peers, excluding firm i,xijt -1 is the one year lagged control variables(independent variables) Xhat-ijt are one year lagged averages of the same control variables for peer firms excluding firm i ( peer averages)

how do we compute the peer averages excluding firm i?

iam working on EViews for analyzing the data .could u suggest me a technique if available in EViews .

Re: Peer Average of firm excluding own observation

Posted: Fri Jun 03, 2022 10:47 am
by EViews Glenn
Can you give an example of what you want calculated using the variables in your data? I am not entirely clear on what a peer is in this context.