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this is exactly what i have been looking for, thank you!

Thank you! First time I see someone actually applying it in Excel, not only reading and talking about it. Much appreciated!

Great video! Thank you for sharing

Yes! Thank you for the simple explanation!

Bad commentary

Thank you so much, finally I understand FE 😍🥰

Hi, when I try to perform panel regression using fixed effect on STATA with dummy variables, STATA "Omit" my variable in the result. It shows "omitted". How can I avoid that?

in fixed effect, if we want entity fixed effect we don't have to include i.state ??

Nice video!

THANK YOU LEGEND

Thankyou for these videos ! So helpful

Why I have message "repeated time values within panel"??

very brief and helpful thank you

Hi, thank you for the video. Can you please make excel video for this calculation?

not a good video, not recommended

Thank you so much!

Thanks!!!

🙏I owe you my life academic egg

Thank you my good sir, I am learning Python for a stats class and this helped me understand why it was that statsmodels OLS function needs that value from the add_constant() function.

excellent

thank you academic egg

thank you

Where can I find these ppts?

Thanks!

Thank you sir. Helped me with Econometrics class

Feels like the video was cut short! How to take care of the possible change in spot rate ?!

Appreciate your videos a LOT , can you do the video for EXTENDED AUTOCORRELATION FUNCTIONS

Good afternoon, sir, how to add state fixed effects, time fixed effects in a model where fe captures household fixed effects. THANK YOU VERY MUCH!

What if I want to keep observations in several years for example I wanna keep observations from 1985 and 1989-1995. Something like this.

Thank you for the lucid explanation. I have one doubt. After the 1st stage when the endogenous variable y2 hat is determined, in the second stage, can we use some more exogenous (Xi) variables? Why I'm asking, that some of the exogenous variables may not be related to Y2 but important for Y1. So can we included them later in the second stage???

Hello and many thanks for the video! In the context of doing my regression with both firm- and time fixed effects, Stata's output stated that four of my t's (so the data for four of my yearly quarters) have been omitted because of collinearity. What was surprising to me was that, when I then only included one independent variable in my regression, my last t was still omitted. Do you know how there can be collinearity (so what I thought is based on the correlation of independent variables) when there is only one independent variable? Thank you again!

welll...somehow my import numpy doesent work. installed and says name `np` is not defined :D

Hi can you suggest how to use region fixed effects?

Please allow access to the G-drive.

the

we require the code please if it is available.

Anyone think that the statsmodels documentation is bad?

the concept is so clear now, thank you!!!!

Thanks for your video. It helps me a lot

Hello. Does anyone have a software program or model that accurately predict commodity crashes for any traded commodity? If so, I want to buy it

is it possible to compute the robust standard errors for panel data with tobit -xttobit- ?

very detail, thank you...

Good video with clear explanations!

currently a sophomore at harvard taking econometrics. can't thank you enough for these videos!

Very detailed explains. Thank you!

Okay but how adding a constant of value 1 would solve this issue, are not you now forcing the line to go through one instead of origin? since 1 is the b in the y=mx+1

This was very helpful for my econometrics fijaln

i have the data for listed companies in kuwait market from 2013 to 2023, so each year theres difference in the number of companies. when i tried your code its showing me Panel variable: Ticker_code (unbalanced) Time variable: year_code, 1 to 10, but with gaps Delta: 1 unit so what i can do ? or its ok ?

i dont have anaconda promt

code, please?