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Random effects estimation - PowerPoint PPT Presentation

Introduction

Introduction. Describe what panel data is and the reasons for using it in this format Assess the importance of fixed and random effects Examine the Hausman test, which determines if fixed or random effects should be used. Evaluate some panel data models. Panel Data.

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768 views • 20 slides

Econometrics 2

Econometrics 2. Pooled Cross Sections and Panel Data I. Pooled Cross Sections and Panel Data: Overview. Observations over individual units and time: Wooldridge chapters 13 and 14. Pooling independent cross sections across time (13.1-2).

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345 views • 14 slides

American Housing Survey III

American Housing Survey III. Get Stata Data Set. Http://research.umbc.edu/~coates/ec611/owners_stata.zip extract owners_stata.dta this is a Stata 6 format data file Open Stata set mem 40m set matsize 600. Get Stata Data Set. Open the data set You can do this by using the pull down menu

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281 views • 9 slides

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Random effects estimation - PowerPoint PPT Presentation

Introduction

Econometrics 2

American Housing Survey III