(Stata16): Two-way Error Component Models

Поділитися
Вставка
  • Опубліковано 7 лис 2024

КОМЕНТАРІ • 19

  • @CrunchEconometrix
    @CrunchEconometrix  4 роки тому +1

    I want to appreciate all my subscribers from across the globe (Africa, Asia, Europe, the Middle East, The Americas, and The Pacific). Thank you all for your support. I am encouraged by your comments, questions, likes and critiques. They keep me focussed and poised to do better. I will continue to contribute my little quota such that every student and researcher will independently analyse his/her data. My teaching approach is very practical. I adopt a do-as-I-do style. Many thanks to those who have supported me by telling others. Once again, CrunchEconometrix loves to teach, support my Channel with your subscription, likes, feedbacks and sharing my videos with your cohorts. Please do not keep me to yourself (lol) inform your friends, students and academic networks about my Channel. Tell them CrunchEconometrix breaks down the econometric jargons and teaches with simplicity. Follow me on Facebook, Twitter and Reddit. Love you all, greatly!!! 

  • @sarahahmedchawsheen5455
    @sarahahmedchawsheen5455 2 роки тому +1

    Dear Dr. Ngozi I really appreciate your lessons on econometrics, thanks for the nice elaborations. My question is if my analysis showed the significance of using all types (one way and two way) of LSDV 's against common OLS, which type of the LSDV approach I have to choose for interpretations and postestimations tests? And what are the most important postestimation tests I have to do for the selected LSDV model? thanks again.

    • @CrunchEconometrix
      @CrunchEconometrix  2 роки тому

      Hi Sarah, use the technique that you feel gives the best outcomes. For post-estimation checks you may want to check out other online resources. Thanks

  • @JosephKURWO-rh6wm
    @JosephKURWO-rh6wm Рік тому

    GOOD PRESENTATION

    • @CrunchEconometrix
      @CrunchEconometrix  Рік тому

      Thanks Joseph, for your encouraging feedback. Deeply appreciated! 🙏

  • @nidhijain6412
    @nidhijain6412 3 роки тому +1

    Hi, Thank you so much for your video. I have a panel data of 734 firms, and I want to test the impact of one of the 2 categories comprising the firm. I also want to control for industry and time. Does this mean I have to compose three-way error component model? Since, the main independent variable is categorical dummy variable I am not able to carry fixed effect model. Thank you.

    • @CrunchEconometrix
      @CrunchEconometrix  3 роки тому

      Hi Nidhi, it appears that you are yet to understand "error component models" which relate to the structure of the error term. Kindly watch ALL the videos again. They are well explained. Thank you.

  • @dadasmash577
    @dadasmash577 4 роки тому +1

    awesome vedio!!

    • @CrunchEconometrix
      @CrunchEconometrix  4 роки тому

      Thanks Dada for the encouraging feedback. Deeply appreciated! Please may I know from where (location) you are reaching me?

  • @riyandisaras
    @riyandisaras 4 роки тому

    Hello, Thank you very much for the video.
    I have question what model should I use, if I want to have different slope and intercept ?
    I have Panel data ( T = 10 , N = 112 ) . Kindly advise.
    Is LSDV appropriate tools ? or Sub Panel as ur previous video.
    Also, how do u interpret this result with year ?
    could u give me example for this current video ?
    Thank you so much

    • @CrunchEconometrix
      @CrunchEconometrix  4 роки тому

      Hi Riyandi, watch my videos on panel ARDL for estimators that address different slopes and intercept. Also, watch "One-way Contemporaneous..." for year dummies interpretations.

  • @macro_finance
    @macro_finance 4 роки тому

    Thank you very much for the video! In my results for year dummies, I miss the 2 first years - is it because I am using the lagged dependent variable (one lag)?

    • @CrunchEconometrix
      @CrunchEconometrix  4 роки тому +1

      Lagged depvar is not used in this video. So, I may not be able to give a probable response to guide you. You may have to check other online resources.

  • @samuelandre2899
    @samuelandre2899 4 роки тому

    Thank you for a great explanation.
    But, may i ask, is there a similar explanation video for random effect model?

    • @CrunchEconometrix
      @CrunchEconometrix  4 роки тому

      Thanks Samuel for the encouraging feedback. Deeply appreciated! I answered your query in the background video. Kindly watch it. Thanks.

  • @anaghajayaram
    @anaghajayaram 8 місяців тому +1

    Ma'am, i have a doubt, All these commands are for normal regression or panel data regression? .... Xtreg is the command for panel regression right?...

  • @anaghajayaram
    @anaghajayaram 8 місяців тому +1

    Ma'am, what is the code for random error component model?