Thanks, Pat very helpful, I couldn't find a clear interpretation of random effect cofficents. can you give us standard intrprtitation like linear OLS reg?
On 5:48, in the denominator in the lambda equation, you multiply variance by 200, the number of observations.. is T here meant to be that - the number of observations, or should it be 20, number of time periods?
Big thanks !! Your lectures are very useful for me.
Very well explained. Thank you.
Thanks for the video. Is there any way to check heteroskedasticity in panel regression models with E Views?
Yes. Residual diagnostics might work. However, and in my view, this shouldn't be such a big deal when using log data.
Thanks, Pat very helpful, I couldn't find a clear interpretation of random effect cofficents. can you give us standard intrprtitation like linear OLS reg?
I did so in the Pooled OLS output. Same interpretation as in Pooled OLS and FE estimation.
Thank you so much. Is it possible to perform Rolling regression analysis and show how to determine the window?
what hapend when in my solution there is a R^2 near to ZERO, how could i interpretate this? how could i interpretate my research?
Your model does not explain any amount of the variance of your dependent variable.
@@PatObi Couldn't it be concluded that the independent variables DO NOT AFFECT the dependent variable?
On 5:48, in the denominator in the lambda equation, you multiply variance by 200, the number of observations.. is T here meant to be that - the number of observations, or should it be 20, number of time periods?
I don't understand how in video 3, FEM captures time-invariant heterogeneity across firms, but here time-invariant variables cancel out. Thank you.
Sir, which version of eviews u r using?