Statistics for polled model with random effect

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kiber_master
Posts: 94
Joined: Fri Sep 23, 2011 3:56 am

Statistics for polled model with random effect

Postby kiber_master » Tue Dec 13, 2011 4:37 am

Hello!
Could you explained, why Akaike info criterion, Schwarz criterion and Hannan-Quinn criterion don't calculating for polled model with random effect?

EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: Statistics for polled model with random effect

Postby EViews Glenn » Tue Dec 13, 2011 10:16 am

Estimation of this model in EViews is not performed by maximizing a likelihood. Thus, we do not report a likelihood nor the related IC statistics.

kiber_master
Posts: 94
Joined: Fri Sep 23, 2011 3:56 am

Re: Statistics for polled model with random effect

Postby kiber_master » Tue Dec 13, 2011 10:54 pm

For model without effects (or for OLS model) they are calculated, why don't you show them for model with random effect? OLS model definitely don't need maximizing a likelihood.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Statistics for polled model with random effect

Postby EViews Gareth » Tue Dec 13, 2011 11:40 pm

OLS is maximum likelihood.


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