Cross-sectional regression
Posted: 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.
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.