Hausman Test|| Fixed Effects || Random Effects || STATA

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  • Опубликовано: 22 окт 2024

Комментарии • 45

  • @anasrashid216
    @anasrashid216 2 года назад +1

    Hi madam. thank you so much for the video.. you are the best teacher

  • @numraasudozai6722
    @numraasudozai6722 2 года назад +1

    Very helpful video. Thankyou for your effort.

  • @abdelaalte8161
    @abdelaalte8161 Год назад +1

    Thank you for creating this. Keep up the good work!

  • @youtubehero4442
    @youtubehero4442 Год назад +1

    Hi komal. If hausmann test shows Fem is appropriate. I only need to interpret the fem analysis results. Hence I do not need to interpret the rem

    • @komalkanwarshekhawat_
      @komalkanwarshekhawat_  Год назад +1

      Yes 👍

    • @youtubehero4442
      @youtubehero4442 Год назад +1

      @Komal Kanwar Shekhawat thank you, Komal. I learned eviews from watching your RUclips channel. Stay awesome always

  • @nareshbansalnishu9718
    @nareshbansalnishu9718 Год назад +1

    Very nice explanation

  • @dka9756
    @dka9756 6 месяцев назад +1

    Hi, I have 2 dependent variables that I want to test separately, Can I run the Hausman test for both of them separately?

  • @Soniakalrapahuja
    @Soniakalrapahuja 2 года назад +2

    if we have control variables also in our data set do we need to take them also while applying FE,RE

    • @komalkanwarshekhawat_
      @komalkanwarshekhawat_  2 года назад +1

      People follow different procedures-
      1. Run two different models one with control variables and other one without control variables.
      2. Run one model without control variables as panel estimation takes into consideration controlled effect.
      You may follow some good literature that may suit your estimation procedure and run the models accordingly.
      Thanks.

  • @basadosaragih3897
    @basadosaragih3897 2 года назад +1

    Thank you very much, mam

  • @knowledgeforsuccess35
    @knowledgeforsuccess35 3 года назад +2

    I appreciate your work 😊 komal
    Keep it up 👍

  • @urpodcast4today
    @urpodcast4today 2 года назад +1

    Hi can you please explain why we use twp step sytem GMM.and what is acceptable value for AR(1),AR(2)Thnaks

  • @muhammadnaumansadiq
    @muhammadnaumansadiq 2 года назад +1

    Great Job Dear madam♥️

  • @rajveerritu4558
    @rajveerritu4558 3 года назад +1

    Thank you soooo much ma'am 👍💫

  • @mohdabdullah2088
    @mohdabdullah2088 2 года назад +1

    I couldn't get any option for hausman test in eviews for my panel dataset
    Even i am facing problem in diagnostic tests for multicollinerity etc like ds
    What could be the reason?

    • @komalkanwarshekhawat_
      @komalkanwarshekhawat_  2 года назад +1

      t.me/kshekhawat Join my telegram group for queries and discussion.
      ruclips.net/video/ko9NKhxh3zk/видео.html watch this video on how to run Hausman Test in EVIEWS.

    • @mohdabdullah2088
      @mohdabdullah2088 2 года назад

      @@komalkanwarshekhawat_ ok... I joined... I will send you soon screenshot of my analysis and problem i am facing to get your guidance on that.... Eagerly waiting for system gmm/partial adjustment model video☺️

  • @ayeshazafar5610
    @ayeshazafar5610 8 месяцев назад +1

    Hey.. When i try to run the fixed effect command it shows (no observation) what should i do??

  • @aniksaha9925
    @aniksaha9925 2 года назад +1

    If p value of constant becomes more than 5% would it be a problem?

  • @aniksaha9925
    @aniksaha9925 2 года назад +1

    Hausman fe re, hausman re fe
    Both gives different p values.
    #hausman fe re gave p value= -15.87
    #hausman re fe gave p value= 0.0032
    Which model should i choose?

    • @komalkanwarshekhawat_
      @komalkanwarshekhawat_  2 года назад

      As I have explained in the video, one should run Hausman test using random option. So proceed with second one.

    • @komalkanwarshekhawat_
      @komalkanwarshekhawat_  2 года назад

      Then the probability value of Hausamn would suggest you whether FE is appropriate or RE is appropriate.

  • @gagansingh9893
    @gagansingh9893 3 года назад +1

    👌👌

  • @agoogleuser6452
    @agoogleuser6452 2 года назад +1

    With control variables - FE is appropriate
    Without control variables - RE is appropriate
    What can I do madam?

  • @minomation6808
    @minomation6808 2 года назад +1

    easey ti understand

  • @bhattianamika
    @bhattianamika 3 года назад +1

    👏❤

  • @Yaseeneconomists
    @Yaseeneconomists 2 года назад +1

    she interpreted it in a wrong way
    ho accepted means that random effect is appropriate while ha accepted means that fixed effect appropriate

    • @komalkanwarshekhawat_
      @komalkanwarshekhawat_  2 года назад +2

      Yes you are right. Even I have interpreted correctly. Please see again. If prob value is greater than 0.05, we reject Ha, meaning Random effect is appropriate. You can watch this video also. Thanks.
      ruclips.net/video/ko9NKhxh3zk/видео.html