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ANCOVA Model Help

Posted: Tue Jun 11, 2013 11:12 pm
by Nouman
Hello I am working on hedonic property value approach. I have four cross section units in my study. I want to pooled the data and then estimate a regression model in which I would have different intercepts and slopes for all the four cross sections. Actually I just only want a separate slope for one specific independent variable for all four cross sections. Can you help me how to make a model with different intercepts and slopes. And secondly how to make a spreadsheet.

Re: ANCOVA Model Help

Posted: Thu Jun 13, 2013 12:09 am
by trubador
EViews has a nice function called @expand for such purposes. For instance, the first specification below will produce a separate intercept for each categories, whereas the second one will take the first category as the reference group and measure the difference/effect of other categories.

Code: Select all

equation myeq1.ls y @expand(x) equation myeq2.ls y c @expand(x,@dropfirst)

Re: ANCOVA Model Help

Posted: Fri Jun 14, 2013 8:47 am
by Nouman
@ trubador thanks for reply. It worked. Kindly tell me how to make a spreadsheet for that kind of analysis?????