Panel Data. Fixed and Random Effect. Model One. EVIEWS

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Author Aditya Jha ( ago)
Thank you for this video. The explanation of coefficient of price in the
final estimation is wrong. The results are true and the price coefficient
must be positive. The relationship is between sales and price and not
demand and price. Clearly, suppliers will increase the supply if they are
paid higher price for it, other things remaining the same.

Author izza jaafar ( ago)
Hello sir..i have one question..after using hausman you are using random
effect because your p-value is more than 1%..lets say the p-value is less
than 1% so do i just change it to fixed effect?

Author Mahadi Hasan ( ago)
On the basis of stock return performance (monthly) of a company, i want to
see the determinants of a firms. Time will be 36 months and number of
companies will be 50-100 for all sectors. In this case which kind of
technique should i use for my data?

Author siti fatina rusli ( ago)
Hi, one quick question.may i know u are using eviews of what version?

Author Ben mansour Fatma ( ago)
hello i have a problem of test hausman,i found this result;
chi2<0 ==> model fitted on these
data fails to meet the asymptotic
assumptions of the Hausman test;
see suest for a generalized test
can i help me pleas and thankyou

Author Honey Clover ( ago)
Thank you so much for this helful video. I'm working on my thesis right now
and I really need some help with this kind of stuffs. This really helps!

Author Diandra Bashorun ( ago)
Hello, thank you for an insightful video. I have one question, is a pooled
regression model the same as a pooled LS model (PLS)? If so what is the
equation that represents this model please.

Author khiem tran ( ago)
thank you so much, i really need knowledge in your video.
thank you.

Author nn nt ( ago)
i use eviews 7.2 but i can not find the menu fixed and random effect menu.
do u know where is it

Author sirin sirananon ( ago)
thx for very useful video .i'm looking for it for a long time ,but it's not
hand on using fixed effect and random effect on EVIEWS program.finally i
found it. thank you very much

Author Li Lida ( ago)
Thank you so much. I have one question. Do we have to consider what should
be the minimum R-square in Panel data? 

Author Sam kz ( ago)
Hello sir, I have done the same way but eviews says that it is insufficient
number of observations, I am doing 5 years and 30 crossectional data. what
can I do with it? thank you

Author Anya Poon ( ago)
Thank you for sharing a good lesson! It would be helpful for my thesis. But
iam in big trouble on the panel data import, since my data is seperated in
different years and more than 60000 for one year, they are stored in
independent files,also they are unbalanced. would you please give some
advice to me? i would be really appreciate that!

Author Ahmet İhsan Kaya ( ago)
Thank you for this helpful lesson. I have some questions, if you don't mind.

Firstly, I want to ask about Durbin-Watson stat in your estimation results.
As seen this results, DW stat clearly implies a positive auto-correlation.
What it means in panel regressions? How can we fix that? Is it right to
just ignore, or should we fix it?

Secondly, my data includes 153 countries and 10 years with five-year
intervals (ie 1970-1975-...2010). Since it dates back to 40 years ago, some
variables are missing (not so much) for some countries. Is it cause any
problem? Can Eviews handle N/As automatically?

Finally I want to group countries as developed, developing, etc... How can
I do that in Eviews?

Thank you again. 

Author mojtaba shayan nia ( ago)
would please tell us what is the differences between GLS and OLS and how to
run in Eview. many thanks lovely man

Author Felix Engels ( ago)
This video was very helpful to me, especially the application-oriented
Thank you very much!

Author Muthukumar K ( ago)
okay sir, thanks !

Author Muthukumar K ( ago)
Thanks for your prompt reply. Sir, I checked your videos - my query is
whether i could in a single panel analysis include variables like price of
computer, volume sales alongwith macro variables like gdp growth,
consumption. This involves mixing firm level data with that of
macroeconomic data. Can this be done ? 

Author mynameismuthu ( ago)
Thanks to your videos, iam beginning to get a grip on gretl software. Sir,
in pooled panel regression analysis, could we use macroeconomic variables
like gdp growth, inflation which will remain the same for all companies ?
Or in firm level analysis, only firm level data is taken ? pls advise 

Author Supi256 ( ago)
Thanks for your lesson, sir. How about the GLS for structure equation
model? I don't understand what book eview guide. So please teach me more,

Author Puspita Se ( ago)
Dear Sir, I run the regression for random as explained. But it shows
"random effect estimation requires number of cross sections>number of coefs
for between estimator for estimate RE innovation variance". What is the
problem with my equation? There is no problem with Fixed effect and Pool.
Thank you

Author faxri1992 ( ago)
Thank you very much.Your videos are really helpful.Can you also help find a
video with explanation of GMM model in eviews and related topics about
estimation of dynamic panel data and concept of Arellano Bond

Author Timothy Wojewodka ( ago)

good video! I liked it very much. Could you help me with the following: I
want to do a Huber-White heteroskedasticity robust test for FAT-PET
FAT being funnel assymetry test and
PET being precision effect test
Please, could you tell me how to conduct such a test?
Is their a video of yours about such a test?

Thanks a lot!

Author ELLA stefania ( ago)
i have a question for you. ir the probability is higher than 5%, is there a
posibility to make it lower? like... to eliminate some externalities.. or
something? how can i do that?

Author Ahmed Fayed ( ago)
Dear Syed,
Here in the video the Random effects model was superior to FE which is
where you have stopped the analysis and concluded Random Effects is more
appropriate than both FE and OLS models, does this mean that we should not
run Wald test and totally ignore the OLS model ? 

Author Elham Pourmokhtar ( ago)
hi dear sir.your teach is very teach very slowly and clearly.
and i can understand very good. thanks a lot.

Author march〈3 ( ago)
Dear sir, Thanks for your lesson so much. Can you explain to me about Panel
Fixed effect with cluster robust? Thanks again

Author Soh wei chee ( ago)
Hi Sayed Hossain, i found your video very useful. But i would like to know
are there any diagnostic test for fixed and random effect in eview? Thanks.

Author Jayantha Dewasiri ( ago)
Very good explanation. Great Job ......Thank you very much

Author Fakhri Hasanov ( ago)
Excellent explanation. Thank you very much!

Author Gacem Amine ( ago)
Tank you sir,God bless you.

Author 姜策 ( ago)
Slowly but clearly, thx!
Btw, any videos about GMM estimator?

Author ben abd errahmane D ( ago)
Sayed Hossain
thanks for the videos, they are very helpfull, are there a video to explain
the steps for set up the workfile Panel Data. Fixed and Random Effect in
Model One by using Eviews? I need this steps, thank you.

Author Adnene Souki ( ago)
How can i find this data Please?

Author Rudy Chura ( ago)
Sayed Hossain thanks for the videos, they are very helpfull. when you say
that the probability should be less than 5 % , is there any problem if the
prob. is so low that it shows 0.0000? thank for your answer.

Author Sadegh Ghaznavi ( ago)
It's one model that run into two different sample means that dependent
variable is the same, could you suggest me a test for showing the
difference between these two r squared is significant or not?

Author Sadegh Ghaznavi ( ago)
Hi Mr. hossaini
Thank you for your broadcasting.
i have a question: i want to compare r squared of model that run into two
different sample. how can i do this and i should use which test to show the
difference between two r squared is significant or not?

Author Zahra Lazrak ( ago)
Great job sir thank you a looooooooooooooooooot :)))))

Author Cynthia Crespo ( ago)
Sayed Hossain > Urgent...First of all...your videos are great, thank a
lot.......Second I would thank you so much to answer this.... i have being
working with panel data, and everything seemed to be ok, variables are all
significant, but there is a problem with mi R squared, it is only 0.4325. I
don't know what does it mean...and if it is a real problem, i need to solve
it as soon as i can ... please 

Author shamsun Nahar ( ago)
have you uploaded any vedio for how to create this workfile?If so pls send
me the link

Author shamsun Nahar ( ago)
thanks for this vedio. it is helpful, fixed effect and random effect
cluster panel data like what stata does for heterodascicity. am I right?

Author wuaarg ( ago)
Do you also have video's for unbalanced data in stata or eviews?

Author Nuttanit Noppanich ( ago)
If I chose time-period fixed effect instead of cross-sectional fixed
effect, what dose it mean? Is it still be a fixed effect model??

Author Sayed Hossain ( ago)
I guess it is called as unbalanced panel. In that case, STATA can help you
to run unbalanaced panel.

Author Lenny Graauw ( ago)
Hey, Thanks very much for this video. I wonder if this model would still be
appropriate if one of the independent variables were missing some values.
How do deal with missing values? Regards,

Author Nuttanit Noppanich ( ago)
Thank you so much

Author Sayed Hossain ( ago)
I have never tried with EVIEWS but in STATA, yes you can do it.

Author Nuttanit Noppanich ( ago)
Can I use this program to run an unbalanced panel data?

Author Sayed Hossain ( ago)
You are welcome

Author Vu Hiep ( ago)
thanks teacher .

Author Sayed Hossain ( ago)
Balanced panel have other test to check serial correlation and
heteroscedasticity. STATA software can capture those nicely. See my STATA
videos in this regard. You will have to run pooled, fixed and random effect
model and then decide which one is the most suitable. See my videos using

Author Vu Hiep ( ago)
sorry sir, I am from Viet Nam, my English is not good, thanks your video I
can ask you som question? First, dated -regular frequency have white test
and serial correlation LM test but when I use Balanced panel don't have
white test and serial correlation LM test? so, what I must do? In balanced
panel: I only use pool Regression model not need use fix or random model is
suitable? my research paper is determinants of bank profitability (ROA) of
some banks (30 banks) in Viet Nam from 2008 to 2012.

Author Sayed Hossain ( ago)
For panel data, STATA is the best software as it can handle all residual

Author Rocky Khurasani ( ago)
Thank you very much for your reply, Actually the problem is that after
getting estimation output in panel data, I cannot check for the residuals,
the way i used to do with simple regressions. After getting the estimation
output, when I click on view => residual tests, it gives me only one option
that is Histogram normality test ..............So, is this logical
(econometrically) for me to take a log and first difference of all the
series I have, before doing the estimation process.... Thanks....

Author Sayed Hossain ( ago)
If the residual of panel data model is free from serial correlation, free
from heterocedasticity, I am fine.

Author Rocky Khurasani ( ago)
Thank you very much for the video. I have a question that should we worry
about making our variables in the panel data model ''NORMALLY DISTRIBUTED''
or ''STATIONARY'' etc...Thanks....

Author Sayed Hossain ( ago)
Thank you

Author bachadega ( ago)
This is just simply great! Best site ever

Author Nguyen tuan vu ( ago)
You did it. This model is very diffcult, and this video is very helpful.
Thank you very much.

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