Cross-sectional regression

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EmperorBE
Posts: 2
Joined: Mon Apr 22, 2013 2:29 am

Cross-sectional regression

Postby EmperorBE » Mon Apr 22, 2013 2:44 am

Hi,

I am having some trouble figuering out what I need to do in eviews. Went through allot of searches but I still don't know how exactly.

So here I am, I am working on a paper and I need need to find the fitted value from the following cross-sectional regression:

ROE = a + b*log(totalassets) + c*ROE(-1) + d*Pricetobook

I know i need to fill this in as:

roe c log(totalassets) roe(-1) pricetobook

But I don't know exactly where? I first took roe, totalassets and pricetobook in a group, I then selected Least Squares?? But I don't know which options to choose next. Another questions, if I might ask, the fitted value from this cross sectional regression, is that the value for each company in each year with those datas filled in the regression results I end up with?

Thanks allot in advance!!

I will put my excelfile up to make it clear.
Attachments
Data ROE.xlsx
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: Cross-sectional regression

Postby EViews Gareth » Mon Apr 22, 2013 7:55 am

You're probably best off reading through the first 3 chapters of EViews Illustrated.

jason_ll
Posts: 43
Joined: Thu Sep 01, 2011 11:38 am

Re: Cross-sectional regression

Postby jason_ll » Tue Apr 23, 2013 2:05 pm

Hi,

I am having some trouble figuering out what I need to do in eviews. Went through allot of searches but I still don't know how exactly.

So here I am, I am working on a paper and I need need to find the fitted value from the following cross-sectional regression:

ROE = a + b*log(totalassets) + c*ROE(-1) + d*Pricetobook

I know i need to fill this in as:

roe c log(totalassets) roe(-1) pricetobook

But I don't know exactly where? I first took roe, totalassets and pricetobook in a group, I then selected Least Squares?? But I don't know which options to choose next. Another questions, if I might ask, the fitted value from this cross sectional regression, is that the value for each company in each year with those datas filled in the regression results I end up with?

Thanks allot in advance!!

I will put my excelfile up to make it clear.
Right click, new object, equation. Give the equation a name, then type it right in. Voila!


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