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Cross-section specific partial regression estimation
Posted: Tue Jun 09, 2009 8:59 am
by ank
Can anyone please tell me how can I estimate in eviews a panel regression with cross-section specific coefficients?
Thank you!
Re: Cross-section specific partial regression estimation
Posted: Tue Jun 09, 2009 9:07 am
by EViews Gareth
The easiest thing to do is to use a Pool rather than a Panel.
However if you want to stick to a panel workfile, the only way to do it is by creating the cross-section dummies manually and then multiplying them by the regressors.
Something like:
Code: Select all
ls y @expand(@crossid) @expand(@crossid)*x1 @expand(@crossid)*x2
Re: Cross-section specific partial regression estimation
Posted: Tue Jun 09, 2009 9:57 am
by ank
I know it's a silly question..but how do I create cross-section dummies manually? (i'm sorry to bother with this kind of question but i didn't find it on the net)
Thank you again!
Re: Cross-section specific partial regression estimation
Posted: Tue Jun 09, 2009 10:00 am
by EViews Gareth
Re: Cross-section specific partial regression estimation
Posted: Tue Jun 09, 2009 10:07 am
by ank
Thank you very much! I was trying to do that in eviews 5 and it gave me an error, but I see that in eviews 6 it worked.