Random Effects estimators as fGLS
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- เผยแพร่เมื่อ 7 ต.ค. 2024
- This video explains how Random Effects estimators can be regarded as a type of feasible Generalised Least Squares estimator.
Check out oxbridge-tutor.... for course materials, and information regarding updates on each of the courses. Check out ben-lambert.co... for course materials, and information regarding updates on each of the courses. Quite excitingly (for me at least), I am about to publish a whole series of new videos on Bayesian statistics on youtube. See here for information: ben-lambert.co... Accompanying this series, there will be a book: www.amazon.co....
You are the man, i think i'm gonna pass my test in Panel Data because of your videos, keep up the good work
You previously mentioned that we use RE because POLS is not applicable but FE is more difficult, but here we do FE as the first step of using RE! It means that using RE is more complicated that using FE!
Thank you Sir, how can we estimate the lamda hat ?
Does sigma u refer to variance in i or t or both?
You say we estimate lambda - Should we not have a confidence interval around it?
please organise these videos,they are good.
his profile has playlists nowadays.
Can you give me the related reference book for this topic?
I don't understand what random sample in CS means. Aren't we following the same people through time when working with panel data of individuals? Then this assumption wouldn't hold, right? Can anyone explain please?
not in pooled OLS. Here, we just have repeated cross-sections. --- well, that is what pooled OLS is. But if we have panel data, I guess we just "treat it" as it were repeated cross sections. We pool the data together as if there were no country/area/region/alpha-term included.
sigma u, not sigma mu