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the estimateors between Pooled and random effect

Posted: Thu Jul 26, 2012 2:40 pm
by hongchontim
Dear all,

I tried to use the pool and panel regression for analyzing the data.

Finally, I found that the coefficients from the pool and random effect models are identical except the t-test statistic has the a bit different.

Does anyone has this problem before?

Can anyone give me some advice?

Cheers,

Tim

Re: the estimateors between Pooled and random effect

Posted: Thu Jul 26, 2012 2:42 pm
by hongchontim
One should notice that I add the lagged dependent variable into the both models and it has the higher coefficients.

Re: the estimateors between Pooled and random effect

Posted: Thu Jul 26, 2012 4:04 pm
by EViews Glenn
Can you send post the workfile and information on the specifications, or send them to support@eviews.com along with your serial number and build-date.