panel data regression with exponential form

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Sima
Posts: 3
Joined: Fri Jun 22, 2012 3:06 am

panel data regression with exponential form

Postby Sima » Fri Jun 22, 2012 3:21 am

Hi
I want to know how can I run a panel data regression with exponential form? I've been told that the formula ls y = c(1) + exp(c(2)*x) doesn't work for panel data.Is it correct?

EViews Gareth
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panel data regression with exponential form

Postby EViews Gareth » Fri Jun 22, 2012 6:32 am

What is the form of the equation you're trying to estimate?

EViews Glenn
EViews Developer
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Re: panel data regression with exponential form

Postby EViews Glenn » Fri Jun 22, 2012 10:52 am

And what is your error specification and how does the panel nature of the data enter into the spec.

Sima
Posts: 3
Joined: Fri Jun 22, 2012 3:06 am

Re: panel data regression with exponential form

Postby Sima » Fri Jun 22, 2012 9:57 pm

What is the form of the equation you're trying to estimate?
My equation is u=e^av where u is unemployment rate and v is vacancy rate.I ran u=c(1)+exp(c(2)*v) and it worked without any error .but my teacher said that it's not correct because it doesn't consider the fixed and random effect.I don't understand why?

EViews Gareth
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panel data regression with exponential form

Postby EViews Gareth » Fri Jun 22, 2012 10:14 pm

Did you include fixed or random effects?

Sima
Posts: 3
Joined: Fri Jun 22, 2012 3:06 am

Re: panel data regression with exponential form

Postby Sima » Fri Jun 22, 2012 10:33 pm

Did you include fixed or random effects?
yes,I included fixed effects.

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

Re: panel data regression with exponential form

Postby EViews Glenn » Mon Jun 25, 2012 10:30 am

Any fixed effects added to the specification will be as a linear term added to the end of your nonlinear specification. Estimation is done in the usual fashion for fixed effects by iterating the linearized specification to convergence.


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