Thank you very much! This video is great it made it so clear to me, helping me out with the empirical part of my thesis!! You saved me, no other video on youtube for POLS, FEM and REM is like this one. Im so thankful!! TOP.
Hi i have question regarding this , why t statistic interpretation is different from f statistic when I select fixed effects model? According to hausman test FE is preferred 🤔 thank you
Hi Sadaf.Thank you for visiting my channel. watch the video to the end to answer your question, subscribe, and share to see more related videos as required. Can you tell me Where you are from?
Hi teacher, first of all thank you very much for your contributions. I am a master's thesis student, while I reach the conclusion that I need to do fixed when I do the F test in the analysis of the model I have established, and when I do the Hausman test, I reach the conclusion that I have to do a randoom. In other words, the same model states that I have to make both fixed and randoom. What should I do? Can you help me?
Hello abdurrahim, thank you for your question. First Test Fixed Effect model and Random effect mode,Then finally to see which model is the best .Housman answer this question according to the Housman hypotheses. Good luck
Hi lecturer, Do I need to perform unit root test, heteroskedasticity, multicollinearity, and autocorrelation? If yes, my main independent variable is not stationed on all levels of ADF. how do you think I should proceed?
Well done Sir, But would you kindly check this again, you forgot to remove the estimator from Fixed this estimated Fixed effect output as same as Pool Output. You can check around 9 Minutes upward Sir
Sir when I am running the random effect model, it is showing that number of cross sections should be greater than number of coefficients for between estimator for estimate of RE innovation variance. what to do in this case,
@@ananyadixit8234 first subscribes to my channel and watches more related videos .tell me first the number of observations and variables you use in your research.
hi sir. hope you are doing well. i wanted to ask how to remove the auto correlation problem/multi collinearity problem of panel data if there is any? also what to do if the results show the relation between independent and dependent variables is insignificant? thank you.
hi FRIHA. Thank you for your comments. subscribe and see more related videos on my channel. Multicollinearity is not a major issue in panel data where heterogeneous entities (countries) exist. However, correlation matrix or VIF are useful tests to confirm any problematic Multicollinearity.
Hi teacher, first of all thank you so much for making this amazing videos. It increase my knowledge of Econometrics. After that, Can i have the lessons in powerpoint?
@@mohamedalimohamed2634 just follows the video to the end you will find all the necessary information you are looking for. Sorry, I do not need to keep the note.You can look to the details below the video.Good Luck Mohamed
Hi!I would ask how can i perform GARCH model in Panel Data.If you could make a video about it will be more benefit for more of us.Or give your email to contact you.Thank you
Hello Agha, thank you for vistingmy channel and passing it to your colleagues.I did not understand your question. which equation you are asking for ? not clear, please clarify? good luck
![Lp. Сердце Вселенной #60 РОЖДЕНИЕ ЛОЛОЛОШКИ [Финал] • Майнкрафт](http://i.ytimg.com/vi/YoR0pAV9FVQ/mqdefault.jpg)
Thank you very much! This video is great it made it so clear to me, helping me out with the empirical part of my thesis!! You saved me, no other video on youtube for POLS, FEM and REM is like this one. Im so thankful!! TOP.
hi did you perform the classic assumption like heteroscedascity, autocorrelation, and multicollinearity?
This is a phenomenal experience with you Sr...Well explained
Thank you so much for making this amazing video. It helps me a lot to fight with my graduation thesis
Most welcome
one of the best videos on panel data regression in reviews. thank you for making this. helped me a lot to complete my thesis...
Good luck Mohammad
If you like this video please subscribe and share it with your colleagues.
Thank you so much for your video. This helps me a lot in doing my thesis ❤❤❤
for fixed and random effect models, there must be different constants for different individuals, so why is there only one constant?
You explained it really well .
Thank you and Best of Luck
Thank you Teacher =شُكرا أستاذ
Id stand for what under cross section ID series?
Hi i have question regarding this , why t statistic interpretation is different from f statistic when I select fixed effects model? According to hausman test FE is preferred 🤔 thank you
Hi Sadaf.Thank you for visiting my channel. watch the video to the end to answer your question, subscribe, and share to see more related videos as required.
Can you tell me Where you are from?
Thank you sir... well explained
Good explanations
Hi teacher, first of all thank you very much for your contributions. I am a master's thesis student, while I reach the conclusion that I need to do fixed when I do the F test in the analysis of the model I have established, and when I do the Hausman test, I reach the conclusion that I have to do a randoom. In other words, the same model states that I have to make both fixed and randoom. What should I do? Can you help me?
Hello abdurrahim, thank you for your question.
First Test Fixed Effect model and Random effect mode,Then finally to see which model is the best .Housman answer this question according to the Housman hypotheses.
Good luck
Can i start using the analysis if i have missing data?
Thank you so much for the great explanation, i wanted to ask if i used stata instead of eviews would i get the same results for a panel data?
Hi teacher, what if the results for fixed is different from random and pool model?
Hi lecturer,
Do I need to perform unit root test, heteroskedasticity, multicollinearity, and autocorrelation? If yes, my main independent variable is not stationed on all levels of ADF. how do you think I should proceed?
hi do you have an answer for this? i have the same question?
Respected sir, can you tell us, where are you from collected the data? Because Your results are ideal
Well done Sir,
But would you kindly check this again, you forgot to remove the estimator from Fixed this estimated Fixed effect output as same as Pool Output.
You can check around 9 Minutes upward Sir
Sir when I am running the random effect model, it is showing that number of cross sections should be greater than number of coefficients for between estimator for estimate of RE innovation variance. what to do in this case,
pleaseee rply
@@ananyadixit8234 first subscribes to my channel and watches more related videos .tell me first the number of observations and variables you use in your research.
of course, your observation should and must be more than the coefficients in your research, the degree of freedom must be positive, good luck
hi sir. hope you are doing well. i wanted to ask how to remove the auto correlation problem/multi collinearity problem of panel data if there is any? also what to do if the results show the relation between independent and dependent variables is insignificant? thank you.
hi FRIHA.
Thank you for your comments. subscribe and see more related videos on my channel.
Multicollinearity is not a major issue in panel data where heterogeneous entities (countries) exist. However, correlation matrix or VIF are useful tests to confirm any problematic Multicollinearity.
Thank you very much
wonderful
Hi teacher, first of all thank you so much for making this amazing videos. It increase my knowledge of Econometrics. After that, Can i have the lessons in powerpoint?
Mohamed...Thank you for visiting my youtube channel(AEC).I do not understand what do mean lesson in ppoint.Pleas clarify.Best of luck
@@aec7787 Sorry! I mean, I need the notes of the pooled data analysis that you are reading the begin of the video. That is what i wanna?
@@mohamedalimohamed2634 just follows the video to the end you will find all the necessary information you are looking for. Sorry, I do not need to keep the note.You can look to the details below the video.Good Luck Mohamed
Excellent explantion sir Please send your notes in MS Word for my reference
Thanks a million for sharing this great video
can l get the pdf file please?
Can you show how to do auto-correlation in eviews. thank you in advance
Thank you for watching my channel. see my other video it is fully explained under the Serial correlation problem or Auto-correlation problem.
Hi!I would ask how can i perform GARCH model in Panel Data.If you could make a video about it will be more benefit for more of us.Or give your email to contact you.Thank you
Sir
How to write equation? Please make lecture on it
Hello Agha, thank you for vistingmy channel and passing it to your colleagues.I did not understand your question. which equation you are asking for ? not clear, please clarify? good luck
Good explanations