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Panel data: sample selection, cross section and period
Posted: Mon May 27, 2013 6:27 am
by mfb
When working with panel data, how can I select from the whole sample just a few cross sections and a few periods?
I tried to use the Quick/Estimate Equation/Estimation Settings/Sample box but, apparently it only allows selection of periods, not of periods and cross sections simultaneously.
Thanks
Re: Panel data: sample selection, cross section and period
Posted: Tue May 28, 2013 9:32 am
by EViews Glenn
Use a sample condition with an "IF" for the cross-sections.
Re: Panel data: sample selection, cross section and period
Posted: Sat Jul 27, 2013 5:03 pm
by mfb
Thanks for your reply. However, I noticed you had replied only today, 27-July-2013. Reason for this is that your answer is in Technical Support/Estimation whereas I had posted my query in Econometric Discussions. I was expecting an answer in Econometric Discussions, not in Estimation. Actually, I had been sort of taken aback as my query had disappeared from Econometric Discussions. I found your answer in Estimation by struck of luck. How did my query get moved from Econometric Discussions to Estimation?
Re: Panel data: sample selection, cross section and period
Posted: Sat Jul 27, 2013 5:34 pm
by EViews Gareth
It was moved.
Re: Panel data: sample selection, cross section and period
Posted: Sat Jul 27, 2013 5:56 pm
by mfb
I can well realize that now. Problem is I didn't know that happened.
Re: Panel data: sample selection, cross section and period
Posted: Tue Nov 17, 2015 9:21 am
by YK_Econ
I would have have the exact same question and just can't find an answer. Is there somewhere an answer?
Best
YK
Re: Panel data: sample selection, cross section and period
Posted: Tue Nov 17, 2015 10:27 am
by EViews Gareth
Other than the answer given in this thread?
Re: Panel data: sample selection, cross section and period
Posted: Wed Nov 18, 2015 5:52 am
by YK_Econ
at first, i cannot find this option in the estimation window.
secondly, in the sample window, it doesnt work to just put the country code ("aus" is not defined)
thirdly, there must be a simple code to choose certain countries (= cross sections). i havent figured that one out.
best
YK
Re: Panel data: sample selection, cross section and period
Posted: Wed Nov 18, 2015 7:10 am
by EViews Gareth
Use an if condition.
Re: Panel data: sample selection, cross section and period
Posted: Wed Nov 18, 2015 12:38 pm
by YK_Econ
unfortunately, I am not even aware of the basics. the @crossid doesn't want to work.
how does it look like, if i want to run the regression
equation uncon_beta.ls dlog(ypc) log(ypc) c
for 28 eu countries (aut, bel, etc.)
is it
Code: Select all
if @crossid=aut bel dnk
equation uncon_beta.ls dlog(ypc) log(ypc) c
and follow up question:
i also would like to create a series with the averages of gdp from each country like
Code: Select all
series average_gdp = @mean(gdp 'here i need to tell him: from each crossid
btw. i do not have a sheet with single countries. just the panel sheet.
best
YK
Re: Panel data: sample selection, cross section and period
Posted: Wed Nov 18, 2015 12:50 pm
by EViews Gareth
Code: Select all
smpl if country="aut" or country="bel" or country="dnk"
or you can use
@inlist
You can use
@meansby
Re: Panel data: sample selection, cross section and period
Posted: Wed Nov 18, 2015 1:20 pm
by YK_Econ
the @meansby doesnt work. it gives me a weird list, where in the @crossid column, there are means I dont understand like [0,50] and [50,100]. these are definily not the means i am looking for.
isn't there a quick code for it?
best
YK
Re: Panel data: sample selection, cross section and period
Posted: Wed Nov 18, 2015 2:00 pm
by EViews Gareth
Did you use the @meansby function?
Re: Panel data: sample selection, cross section and period
Posted: Thu Nov 19, 2015 8:53 am
by YK_Econ
i use the @meansby function (but by following the clicking instructions of the eviews help)
is there a code for it?
Code: Select all
series gdp_average = @meansby(gdp).@crossid
something like this?
Re: Panel data: sample selection, cross section and period
Posted: Thu Nov 19, 2015 12:25 pm
by EViews Glenn
Code: Select all
series gdp_average = @meansby(gdp, @crossid)