求助一个fixed effect panel regression 问题 只看楼主 收藏 回复 六合龙胆 托儿所 1 大神们,求助啊!这个esttab里面执行的r2_a命令我得到的是within adjusted R square 还是说只是pool adjusted R square?我们有一个学长说用的是pool adjusted R square, 然后说我不应该用,而只能用within R square...
For estimates of the parameters in both the regression part and the disturbance process, they are nT-consistent and asymptotically centered normal regardless of whether T is large or not and whether the process is stable or not.doi:10.1016/j.jeconom.2014.08.006...
답변:Silvan2014년 3월 30일 Hi, I need to do a fixed-effects panel regression in MATLAB. I have 366 market areas and 7 years, and I want to do market and year fixed effects. I have had an econometrics course, but we never did regressions with panel data. I have searched fo...
Panel model无论FE还是RE都属于“异质性截距”模型——但对于FE,截距的异质性是“固定”的(不要求残差服从正态分布,且允许截距与自变量相关,但在HLM里面并无对应的等价模型,反而属于一种OLS回归);而对于RE,截距的异质性是“随机”的(要求残差服从正态分布,等价于HLM“随机截距”模型)。总体来说,Panel model大多...
Heteroskedasticity-robust standard errors for fixed effects panel data regression. Econometrica 76: 155-174.Stock, James H., Watson, Mark W., 2008. Heteroskedasticity‐robust standard errors for fixed effect panel data regression. Econometrica 76(1), 155‐174....
> > My question is: how to include firm's fixed effect in a regression > where my panel variable is bank (and I have over 50 thousand different > firms)? > > * Similar model is used in Khwaja and Mian "Tracing the Impact of Bank > Liquidity Shocks: Evidence from an Emerging ...
,between estimator是说,在FGLS里,因为有random effect,所以不符合使用GLS的假设。所以对所有的individual i,取Xi的平均值对Yi做regression.这样得到的error term(eb)就包含了random effect里的调整项ai和error(e)。这样就可以得出constant的error term(eb)和var(eb),这样就符合了GLS的assumption,就可以...
The conventional heteroskedasticity-robust (HR) variance matrix estimator for cross-sectional regression (with or without a degrees-of-freedom adjustment), applied to the fixed-effects estimator for panel data with serially uncorrelated errors, is inconsistent if the number of time periods T is fixed...
Prev by Date: RE: st: Meta analysis of effect using effect/CI method Next by Date: st: Testing Instrument for endogeneity Previous by thread: st: replacing time effect from fixed effect panel regression with observed variables Next by thread: st: Trouble with fsum Index(es): Date ...
FIXED-EFFECTSNEGATIVEBINOMIALREGRESSIONMODELS PaulD.Allison* RichardWaterman ∗ 2 ABSTRACT Thispaperdemonstratesthattheconditionalnegativebinomialmodelforpanel data,proposedbyHausman,HallandGriliches(1984),isnotatruefixed-effectsmethod.This method—whichhasbeenimplementedinbothStataandLIMDEP—doesnot,infact,control...