Panel Data Regression 9of9 - Hausman Test

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  • Опубліковано 8 січ 2025

КОМЕНТАРІ • 32

  • @anelesiyotula5372
    @anelesiyotula5372 5 місяців тому +2

    Thank you so much for this series. You have saved my thesis literally.

  • @MichaelGauciMT
    @MichaelGauciMT Рік тому +3

    Thank you for producing this series. It's a very good introduction to data panel modelling.

  • @katherinepena8903
    @katherinepena8903 3 дні тому

    Amazing!! I watched all the 9 videos and I will sabe all of them as a treasure! I already suscribed. Thanks for doing those videos! You are quite good at explaining

  • @okyere-darkoaddai7129
    @okyere-darkoaddai7129 2 роки тому +2

    Thank you, Sir. Your videos have really cleared most of my doubts and have given me a deeper understanding.

  • @salmaadnani2931
    @salmaadnani2931 2 роки тому +2

    Im kinda sad these series has ended , it was really helpful thank you sm

    • @PatObi
      @PatObi  Рік тому +2

      Please check out my new series on panel GMM: ua-cam.com/play/PL6Y8SvWdPo08BIszhwcL2jydMgBXMCKwb.html

  • @festusndidibuogwuopara8634
    @festusndidibuogwuopara8634 3 роки тому +2

    Thanks. Your teaching is really explicit and very helpful

  • @abdikariimabdullahi9493
    @abdikariimabdullahi9493 2 роки тому +1

    Thank you Sir. I have found these videos to be comprehensive and are quite helpful. Hopefully you will do similar series on dynamic panel estimations.

    • @PatObi
      @PatObi  Рік тому +1

      Please check out my playlist on dynamic panel GMM: ua-cam.com/play/PL6Y8SvWdPo08BIszhwcL2jydMgBXMCKwb.html

  • @Sarpamus
    @Sarpamus 2 роки тому +1

    I watched all of them. very helpful and explanatory. thank you. I hope you will upload more

    • @PatObi
      @PatObi  Рік тому +1

      Thank you. Please check out my new panel GMM videos: ua-cam.com/play/PL6Y8SvWdPo08BIszhwcL2jydMgBXMCKwb.html

  • @DANIELNNNORTEYE
    @DANIELNNNORTEYE 2 роки тому +1

    THank you so much for this series. Much helpful

    • @PatObi
      @PatObi  Рік тому

      You're welcome. Please check out my new panel GMM videos: ua-cam.com/play/PL6Y8SvWdPo08BIszhwcL2jydMgBXMCKwb.html

  • @cyberdudecyber
    @cyberdudecyber 2 роки тому +1

    Thanks for the great series! Would you make a short video on mixed-effects as well?

    • @PatObi
      @PatObi  Рік тому +1

      I'll work on it :-)

  • @GaurangBadheka
    @GaurangBadheka Рік тому +1

    Dear Professor, it is indeed an excellent video series. Extremely useful though concise. I have a question - do we need to check the assumptions of regression when dealing with Panel data (like multicollinearity, autocorrelation, normality, linearity, heteroscedasticity, etc.)?

  • @rehanareshie7475
    @rehanareshie7475 10 місяців тому

    Thanks is very little thing for ur lectures🎉

  • @udeshnaburagohain6181
    @udeshnaburagohain6181 3 роки тому +3

    Sir could you please add videos for dynamic panel estimation

    • @PatObi
      @PatObi  3 роки тому +1

      That will be published soon. Thanks.

  • @samuelo.binuomote271
    @samuelo.binuomote271 Рік тому +1

    Good morning Prof. Thanks a lot for these series. They really helped my understanding of Panel regression. Please can you assist with GMM panel regression?
    Thank you so much sir

    • @PatObi
      @PatObi  Рік тому

      Please check out my series on GMM panel regression: ua-cam.com/play/PL6Y8SvWdPo08BIszhwcL2jydMgBXMCKwb.html

  • @nurudeenyusuff1653
    @nurudeenyusuff1653 2 роки тому +1

    Thanks for the topic u details
    Can u please include Bayesian approach?

    • @PatObi
      @PatObi  Рік тому

      I'll work on it 🙂

  • @moopelokungwane3567
    @moopelokungwane3567 2 роки тому +1

    Good Day Sir, is it possible to compure Random Effect Model on Excell similar to how to how you went about Fixed Effect Model. Excellent presentation of concepts.

    • @PatObi
      @PatObi  Рік тому

      The inclusion of the GLS parameter in Random Effects estimation makes the use of Excel to be not so easy 🙂

  • @kwameamoah5600
    @kwameamoah5600 3 роки тому +1

    Hi Prof,
    Please what does it mean when you get this result?
    Can you go ahead and use the fixed effects model?
    * Cross-section test variance is invalid. Hausman statistic set to zero.
    ** WARNING: estimated cross-section random effects variance is zero.
    .
    Chi-Sq. Statistic is 0.00000
    Chi-Sq. d.f. is 3
    the prob is 1.0000

    • @PatObi
      @PatObi  3 роки тому

      I'm sorry Kwame, for my late response. Hopefully, you've figured out the issue by now. Please check your dataset and be sure to run FE first, click ESTIMATE on the output and then run RE, and on the RE output, run Hausman test - in that order.

  • @VSP4591
    @VSP4591 3 роки тому +1

    Well explained. Thank you.

  • @bishalshrestha6087
    @bishalshrestha6087 9 місяців тому

    Amazingly explained...

  • @rabeyabasrirumana8940
    @rabeyabasrirumana8940 Рік тому +1

    Much appreciated.

    • @PatObi
      @PatObi  Рік тому +1

      You're welcome. Please check out my new GMM videos: ua-cam.com/play/PL6Y8SvWdPo08BIszhwcL2jydMgBXMCKwb.html

  • @danwilbur2366
    @danwilbur2366 3 місяці тому

    Thank you so much for this series. You have saved my thesis literally.