Panel Data. Fixed and Random Effect. Model One. STATA

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  • เผยแพร่เมื่อ 10 ธ.ค. 2024

ความคิดเห็น • 182

  • @blessingamosa.4529
    @blessingamosa.4529 4 ปีที่แล้ว +1

    Dr. Sayed Hossain, you are the best tutor on TH-cam. Thanks for the video

  • @rishabhmahendra4227
    @rishabhmahendra4227 4 ปีที่แล้ว

    Dear Sayed Hossain. I had gone through several videos but the doubt I had wasn't getting clarified.
    To be frank, your English wasn't really great but your content is excellent. This had made me realize that knowledge and language abilities aren't strongly positively correlated.
    Great work. Keep it up!

    • @blessingamosa.4529
      @blessingamosa.4529 4 ปีที่แล้ว

      English is not his mother tongue. He has done well. what matters most was you were able to grab the concept.

  • @KiranSingh-vf8nc
    @KiranSingh-vf8nc 4 ปีที่แล้ว

    You are actually a life saver- it was actually very easy to understand, if only my university lecturers made things as clear as this.

  • @GideonOgunbowale
    @GideonOgunbowale 7 หลายเดือนก่อน

    This is indeed didactic!
    I love your teaching, sir.

  • @Mega6Face
    @Mega6Face 8 ปีที่แล้ว +1

    Good video to show the selection between FE and RE. Thanks speaker.

    • @sayedhossain23
      @sayedhossain23  8 ปีที่แล้ว

      Dear Arumugam,, Thank you. I would like to invite you to join Hossain Academy Facebook at below link and post your question there. If I know the answer I shall respond. Thank you once again, Sayed Hossain from Hossain Academy. facebook.com/groups/hossainacademy/

  • @lakachewwubale5762
    @lakachewwubale5762 3 ปีที่แล้ว

    Absolutely Fantastic Explanation!!!! Thank You

  • @minusingh2220
    @minusingh2220 4 ปีที่แล้ว +1

    Thank you so much for this video. I was really of great help throughout my project work

  • @rachnamathur130
    @rachnamathur130 ปีที่แล้ว

    very nice explanation of time series on panel data

  • @majeedullahkhan8634
    @majeedullahkhan8634 4 ปีที่แล้ว +1

    Hossain ... you are great

  • @muhammadmusatsagem9223
    @muhammadmusatsagem9223 10 ปีที่แล้ว

    Sayed
    Thanks for your educative presentation

  • @SNan-oi9no
    @SNan-oi9no 7 ปีที่แล้ว

    you guys are doing a great job

    • @sayedhossain23
      @sayedhossain23  7 ปีที่แล้ว

      Thank you Nande, I would like to invite you to join Hossain Academy Facebook at below link and post your question there. Thank you once again, Sayed Hossain from Hossain Academy. facebook.com/groups/hossainacademy/

  • @parimalghosh2658
    @parimalghosh2658 4 ปีที่แล้ว

    Sir, your videos help a lot. Thank You

  • @iddrisusumani4082
    @iddrisusumani4082 10 ปีที่แล้ว

    Good video. Very helpful to me. Thanks Mr. Sayed

  • @aartipatki2836
    @aartipatki2836 4 ปีที่แล้ว +1

    Thank you sir for the excellent video.I have run the FE and RE for research data. After running the Hausman test , the results shown are the two models are different. Could you please help on that

  • @ThuyLeEditor
    @ThuyLeEditor 9 ปีที่แล้ว

    Thank Sayed Hossain! Very helpful :)

    • @sayedhossain23
      @sayedhossain23  9 ปีที่แล้ว

      Thúy Lê Thank you. You are welcome to join Hossain Academy facebook to share with us your experiences and knowledge. Thank you Sayed Hossain. The link is given below to join Hossain Academy facebook

    • @sayedhossain23
      @sayedhossain23  9 ปีที่แล้ว

      facebook.com/groups/hossainacademy

  • @qxiao5237
    @qxiao5237 4 ปีที่แล้ว

    clear! well explained!

  • @saharhamrouni5080
    @saharhamrouni5080 7 ปีที่แล้ว

    Professor Sayed , thank you for the video it's very helpfull

  • @SamuelSNtege
    @SamuelSNtege 4 ปีที่แล้ว

    Thank you for this work, Sir.

  • @abdullahalmamun-kk5bb
    @abdullahalmamun-kk5bb 7 ปีที่แล้ว

    Thank you very much Sir, this is nice and very helpful video lecture.

    • @sayedhossain23
      @sayedhossain23  7 ปีที่แล้ว

      Thank you. I would like to invite you to join Hossain Academy Facebook at below link and post your question there for feedback. Thank you, Sayed Hossain from Hossain Academy
      facebook.com/groups/hossainacademy/

  • @YazanOroud
    @YazanOroud 8 ปีที่แล้ว +2

    Dear sir , How to deal with moderating (dummy) variables in Panel Data?? thank you .

  • @MahmoudAbdelazizTouny
    @MahmoudAbdelazizTouny 10 ปีที่แล้ว

    In this model how you can fix the problem of serial correlation and hetroscadasticity

  • @attaullahjunejo4797
    @attaullahjunejo4797 5 ปีที่แล้ว

    Well presented Sir. Thank you!

  • @emrglr6963
    @emrglr6963 9 ปีที่แล้ว

    thank you very much, it helps my finishing project a lot

    • @sayedhossain23
      @sayedhossain23  9 ปีที่แล้ว

      +emr glr
      Thank you. I would like to invite you to join Hossain Academy Facebook for greater interaction about economics, finance and econometrics with me. Thank you Sayed Hossain from Hossain Academy. Please join below and post your question
      .facebook.com/groups/hossainacademy/

  • @izzuddinabdullah19
    @izzuddinabdullah19 7 ปีที่แล้ว +1

    hi. im looking for explanation on how to perform individual test on fixed effect model. specifically, my study is on "how capital flight affect economics growth".. using 5 countries, 5 independent variables, and time=2005-2015, my hausman test favored fixed effect model, and now i want to decide two situations:
    1) which independent variable is strongly the cause of dependent var.
    2) which country strongly facing the capital flight problem?
    can someone suggest me on how to solve this, or maybe links i can refer to or books i can make some revision?? thanks

    • @sayedhossain23
      @sayedhossain23  7 ปีที่แล้ว

      Thank you. I would like to invite you to join Hossain Academy Facebook at below link and post your question there. If I know the answer I shall respond. Thank you once again, Sayed Hossain from Hossain Academy. facebook.com/groups/hossainacademy/

  • @cyndara88
    @cyndara88 6 ปีที่แล้ว

    Thank you. This video was a great help.👍

    • @sayedhossain23
      @sayedhossain23  6 ปีที่แล้ว

      Thank you Ghandi, I would like to invite you to join Hossain Academy Facebook at below link and post your question there if you have any. Thank you once again, Sayed Hossain from Hossain Academy. facebook.com/groups/hossainacademy/

  • @md.shakhaowathossin9990
    @md.shakhaowathossin9990 4 ปีที่แล้ว

    xttest3
    command xttest3 is unrecognized
    r(199);
    This report has been provided by Stata when I am going to test Heteroskedasticity. Why? What can I do now?

  • @claracp2297
    @claracp2297 8 ปีที่แล้ว +2

    Thank you for this video. Now my question is that exist any any test of endogeneity in the fix effects model. Thank you very much.

  • @anwarnoor3652
    @anwarnoor3652 9 ปีที่แล้ว +2

    Thank u sir ...can u plz share more about Heterokedasticity and VIF test after Hausman also interpretation of it ?

  • @cypriannyarige1095
    @cypriannyarige1095 10 ปีที่แล้ว

    what are the tests that one should carry out with Arellano-Bover/Blundell-Bond linear dynamic panel-data estimation , a GMM? just like we do normality test, serial correlation. I currently running DPD and it will be great if you can assist to know what kind of diagnostics for my data or model

    • @sayedhossain23
      @sayedhossain23  10 ปีที่แล้ว

      I have not done anything with those test you are asking. So unable to comment.

  • @vitaltopics316
    @vitaltopics316 3 ปีที่แล้ว

    Anyone can tell me what we have to do if the panel data has a serial correlation???

  • @victoriabarbosa8389
    @victoriabarbosa8389 6 ปีที่แล้ว

    This video helped me a lot. Well didactic. Thanks!!

    • @sayedhossain23
      @sayedhossain23  6 ปีที่แล้ว

      Thank you. I would like to invite you to join Hossain Academy Facebook Group (Data Analysis) at below link and join our group discussion about modelling. Thank you once again, Sayed Hossain from Hossain Academy. facebook.com/groups/hossainacademy/

  • @simransingh8042
    @simransingh8042 4 ปีที่แล้ว

    really helpful video !

  • @yassinebakhat8685
    @yassinebakhat8685 7 ปีที่แล้ว +1

    Dear Sayed , thank you for the video it's very instructive, however, i was wondering how could we do for dummy varialbles, if we want to include them as variables?

    • @sayedhossain23
      @sayedhossain23  7 ปีที่แล้ว

      Dear Yassine, Thank you. I would like to invite you to join Hossain Academy Facebook at below link and post your
      question there. Actually I am in that group and may help you. Thank you once
      again, Sayed Hossain from Hossain Academy. facebook.com/groups/hossainacademy/

  • @sarrabenchehida8262
    @sarrabenchehida8262 5 ปีที่แล้ว

    I got same result the pooled model of the random model in stata programm. What I do in this case?

    • @sayedhossain23
      @sayedhossain23  5 ปีที่แล้ว

      Thank you. I would like to invite you to join Hossain Academy Facebook Group at below link and join our group discussion. Thank you. Sayed Hossain from Hossain Academy. facebook.com/groups/hossainacademy/

  • @Dr_Shiny
    @Dr_Shiny 5 ปีที่แล้ว

    Sir, first of all, thank you.
    Secondly, you ran "Pesaran CD test" as a postestimation test for REM.
    But from the Stata help section,
    I quote " xtcsd test the hypothesis of cross-sectional independence in panel-data
    models with small T and large N by implementing two semiparametric tests
    proposed by Friedman (1937) and Frees (1995, 2004), as well as the
    parametric testing procedure proposed by Pesaran (2004).
    "
    So, as your T>N. so I think Pesaran CD test or "xtcsd" is not appropriate for serial correlation.

    • @sayedhossain23
      @sayedhossain23  5 ปีที่แล้ว

      Thank you. I would like to invite you to join Hossain Academy Facebook Group at below link and join our group discussion. Thank you. Sayed Hossain from Hossain Academy. facebook.com/groups/hossainacademy/

  • @alytejani1917
    @alytejani1917 10 ปีที่แล้ว

    How do you interpret the coefficient on the OLS pooled estimators

    • @sayedhossain23
      @sayedhossain23  10 ปีที่แล้ว

      Pooled OLS and normal OLS is same...meaning that all companies are same in terms of style and management....meaning one company....

    • @alytejani1917
      @alytejani1917 10 ปีที่แล้ว

      Ok, so what about the panel data coefficients

    • @sayedhossain23
      @sayedhossain23  10 ปีที่แล้ว

      Poold panel data OLS cofficients and normal OLS coefficent have the same interpretation...

  • @md.shakhaowathossin9990
    @md.shakhaowathossin9990 4 ปีที่แล้ว

    xtcsd, pesaran abs
    command xtcsd is unrecognized
    r(199);
    This report has been provided by Stata when I am going to test Pesaran. Why? What can I do now?

    • @anjilinaanjilina2187
      @anjilinaanjilina2187 4 ปีที่แล้ว

      I HAVE THE SAME PROBLME. WHAT IS THE SOLUTION IF YOU FIND IT

  • @stokastokosana5054
    @stokastokosana5054 9 ปีที่แล้ว

    Thanks a lot for this video. It helped me a lot! (at least I think so :) ) Bravo!

    • @sayedhossain23
      @sayedhossain23  9 ปีที่แล้ว

      stoka stokosana Happy to see that you have been benefitted from videos of Hossain Academy. Thank you Sayed Hossain from Hossain Academy at www.sayedhossain.com

    • @sayedhossain23
      @sayedhossain23  9 ปีที่แล้ว

      Sayed Hossain You are welcome to join Hossain Academy Facebook to share with us your experiences and knowledge. Thank you Sayed Hossain from Hossain Academy. The link is given below to join Hossain Academy Facebook

    • @sayedhossain23
      @sayedhossain23  9 ปีที่แล้ว

      facebook.com/groups/hossainacademy

  • @omarkazyy
    @omarkazyy 11 ปีที่แล้ว

    hi, I have economic panel data and I want to know which one is endigeneous in orede to lag it or determine it in the gmm model, so how can I know this variable is endogenous and cause relation with y?, thanks

    • @sayedhossain23
      @sayedhossain23  11 ปีที่แล้ว +1

      Hello...I have not done until that part yet but will develop in future. Thanks

  • @bijoydey479
    @bijoydey479 4 ปีที่แล้ว

    Thank you sir.... which writer's Econometrics book will be good for understand the theory..... could you please tell us.

  • @yohanaray1526
    @yohanaray1526 9 ปีที่แล้ว

    the result showed a positive relationship between sales and price, which should not be according to econometric model, so you run pesaran and found there is no serial corelation. so it ends here?
    what do we have to assume then?
    is our model good or not?

    • @sayedhossain23
      @sayedhossain23  9 ปีที่แล้ว

      yohana ray The model is not good as it is not matching with economic theory. So we need to re run the model by changing variables, sample size etc. to get optimum results.

  • @faizasaleem6129
    @faizasaleem6129 8 ปีที่แล้ว +1

    how to deal with control variables in panel data model????

    • @sayedhossain23
      @sayedhossain23  8 ปีที่แล้ว

      Dear Saleem, I would like to invite you to join Hossain Academy Facebook at below link to discuss about economics, econometrics and statisti cal models using EVIEWS, STATA, R, SPSS, Minitab, Microfit, Lingo, and Excel. Thank you, Sayed Hossain from Hossain Academy.
      facebook.com/groups/hossainacademy/

  • @cencheng1182
    @cencheng1182 8 ปีที่แล้ว +1

    Dear sir, when I do the hausman test, there is always a Note said: the rank of the differenced variance matrix (6) does not equal the number of coefficients being tested (8); be sure this is what you expect, or there may be problems computing the test. Examine the output of your estimators for anything unexpected and possibly consider scaling your variables so that the coefficients are on a similar scale. Could you please tell what does it mean?

    • @ErwinDaWong
      @ErwinDaWong 7 ปีที่แล้ว

      I have the same problem and have absolutely no idea what that means. Can anyone help?

  • @jamesyuric
    @jamesyuric 8 ปีที่แล้ว

    Thank you for this video. clearly explain the modle

    • @sayedhossain23
      @sayedhossain23  8 ปีที่แล้ว

      Dear James, Thank you. I would like to invite you to join Hossain Academy Facebook at below link and post your question there. If I know the answer I shall respond. Thank you once again, Sayed Hossain from Hossain Academy. facebook.com/groups/hossainacademy/

  • @GlaucoASOliveira
    @GlaucoASOliveira 3 ปีที่แล้ว

    Thank you Sir.

  • @MarciaBR00
    @MarciaBR00 9 ปีที่แล้ว

    Hello. Please, can you explain how can I choose between fixed effects models or pooled ols model? Is it the Chow test? How can I do it on Stata? Thank you very much.

  • @antoineabizeid6076
    @antoineabizeid6076 9 ปีที่แล้ว

    Great videos!
    I have a question please: how can we obtain the Fixed Effect (Cross) list on Stata? Per example, the fixed effect for each computer company in case Hausman Test indicated that only the fixed effect is appropriate. Or must we add dummy variables to see the list?
    Thank you.

    • @sayedhossain23
      @sayedhossain23  9 ปีที่แล้ว

      +Antoine Abi Zeid It may be possible but I never tried.

    • @sayedhossain23
      @sayedhossain23  9 ปีที่แล้ว +1

      +Sayed Hossain
      Thank you. I would like to invite you to join Hossain Academy Facebook for greater interaction about economics, finance and econometrics with me. Thank you Sayed Hossain from Hossain Academy. Please join below and post your question.facebook.com/groups/hossainacademy/

    • @antoineabizeid6076
      @antoineabizeid6076 9 ปีที่แล้ว

      +Sayed Hossain Okay, thank you :)

  • @heoyumi6429
    @heoyumi6429 4 ปีที่แล้ว +1

    Thank you so much for the video. It's really helpful! I have different results of your example of the video. My results is that Fixed model is better than Random model. And then, I reject the Null in the Pesaran CD test. So, here is my question. As the next step, if I use system GMM or difference GMM, then can I deal with the problem which is serial correlation.

  • @mohdsarim7429
    @mohdsarim7429 6 ปีที่แล้ว

    Thank You, Sir. How to check whether the time is also variant?

    • @sayedhossain23
      @sayedhossain23  6 ปีที่แล้ว

      Thank you Mohd, I would like to invite you to join Hossain Academy Facebook at below link and post your question there. Thank you once again, Sayed Hossain from Hossain Academy. facebook.com/groups/hossainacademy/

  • @jenli0426
    @jenli0426 4 ปีที่แล้ว

    Hi, thank you for the video! May I know how do I create year-month * country fixed effect? My year-month variable is in '2010Jan' form, and i try to create by adding i.country*yearmonth, and no observation is produced.
    Thank you for your time!

  • @fbi007gio
    @fbi007gio 10 ปีที่แล้ว

    Great Video Mr. Sayed!
    I got a question for you.
    i'm working on a database where in the first column i've a list of companies, the second column i got the year where it starts with 1990 and finish with 2010 for each company, and in the other column i've all my independent variables.
    On my db i've also classified all my sample on Fama French industrial classification, indeed i got 49 groups and i call that column "test123".
    When I try to use xtset and use as parameter test123 Year , any time STATA tells me "repeated time values within panel r(451)". I don't get the point cause in this video your column YEAR is equal to mine (starts with 2000 and reach 2010 and then it starts again) and more or less for the CompanyCode.
    Do you know where i wrong? thanks a lot!

  • @suzanali2036
    @suzanali2036 9 ปีที่แล้ว

    i tried to apply xtcsd, persan abs , but it does not work , it gives me unrecognized command on stata ?

    • @sayedhossain23
      @sayedhossain23  8 ปีที่แล้ว

      +suzan Ali
      Thank you. I would like to invite you to join Hossain Academy Facebook for greater interaction about economics, finance and econometrics with me. Thank you Sayed Hossain from Hossain Academy. Please join below and post your question
      .facebook.com/groups/hossainacademy/

    • @norhisambulot599
      @norhisambulot599 8 ปีที่แล้ว

      +suzan Ali you need to download the command... try "findit xtcsd"

  • @orsaliaspyropoulou4091
    @orsaliaspyropoulou4091 9 ปีที่แล้ว

    Dear Mr. Hossain,
    I run all the commands that you mentioned and the Hausman effect indicated that I should use the Fixed Effect model. Though, when I run the Breusch-Pegan LM test, the probability was not significant so it indicated that I should use the Pooled OLS..Is there some way now to choose between Pooled OLS and Fixed Effect model? Do you have any advice?
    Thank you.

  • @anuchitu6993
    @anuchitu6993 5 ปีที่แล้ว

    where can i download the dataset sir?

  • @chiomaokwuosa1104
    @chiomaokwuosa1104 4 ปีที่แล้ว

    I need you contact Sir. I am research student and having issues with my data. I coundn't run the Fixed and random Effect models. i typed xtreg in the command after setting industry as panel id and year as time variable. it brought an output saying no variable estimate. My panel data is balanced.

  • @artwork2179
    @artwork2179 7 ปีที่แล้ว

    Hi Dr Hossain, Could you suggest what could be the reason for getting the error 'estimation failed'. I continue to get this error when i try to estimate my model no matter how many times I modify the model.

    • @sayedhossain23
      @sayedhossain23  7 ปีที่แล้ว

      Dear Soumya, Thank you. I would like to invite you to join Hossain Academy Facebook at below link and post your
      question there. Actually I am in that group and may help you. Thank you once
      again, Sayed Hossain from Hossain Academy. facebook.com/groups/hossainacademy/

  • @rezawiriarsa5808
    @rezawiriarsa5808 9 ปีที่แล้ว

    Thank you for this video. :)

  • @FredalfCommunity
    @FredalfCommunity 10 ปีที่แล้ว

    Dear Sayed,
    I have a time series data from 2006 to 2013 of Board of directors in companies. I have data on gender, size of boards, return on Assest etc. However, when I tried to prepare the data to check for serial correlation I get two error messages. 1. Panel variable: ID (Unbalanced)
    2. When I tried to checked the serial correlation, I get the second error message which says
    Insufficient observation
    r (2001)
    I have tried to check what is wrong I could could see what is wrong with the data. Could you assist me to identifyy what is wrong with the data

    • @sayedhossain23
      @sayedhossain23  10 ปีที่แล้ว

      Alfred Akakpo When u arrange the data or write command wrongly, this problems arises...I do not know what has been wrong in your case....

  • @CuongTran-ot8nj
    @CuongTran-ot8nj 10 ปีที่แล้ว

    Dear Mr Sayed, Thanks for your videos and can I use commands xtreg, fe; xtreg, re... for unbalanced data? and have Stata use information from some observation which missing at some variable (ex: Y= X1+X2+X3+X4 but some obs only have information of Y X2, X3) to estimate or Stata only estimate for observations full information?

    • @sayedhossain23
      @sayedhossain23  10 ปีที่แล้ว +1

      Cương Trần I have not developed unbalanced panel yet so unable to comment...

    • @CuongTran-ot8nj
      @CuongTran-ot8nj 10 ปีที่แล้ว

      Sayed Hossain Thank you !

  • @张月-k3i
    @张月-k3i 10 ปีที่แล้ว

    Dear Sayed, can you tell me the basic test I need to do for the panel data, the basic test, I mean the unit root test, correlation test, serial correlation test and the residual heteroscadesticity, any other else? thank you

    • @sayedhossain23
      @sayedhossain23  10 ปีที่แล้ว

      张月 Unit root test you will do if you want to run Panel VAR or Panel VECM model. Otherwise no need. You will do serial correlation or hetrocedasticity test after running fixed effect and random effect model.

    • @张月-k3i
      @张月-k3i 10 ปีที่แล้ว

      Dear Sayed, i find it is impossible to conduct the heterocedasticity for the Panel data in EVIEWS, only normality test. any suggestion?

    • @sayedhossain23
      @sayedhossain23  10 ปีที่แล้ว

      STATA can do it but I guess not by EVIEWS.

    • @张月-k3i
      @张月-k3i 10 ปีที่แล้ว

      I find it there is DW after running the fixed effect model in EVIEWS, is DW valid for the Panel data? thank you

    • @sayedhossain23
      @sayedhossain23  10 ปีที่แล้ว

      No. DW is not valid for Panel. There is other serial correlation test available in STATA....

  • @alan6506305
    @alan6506305 6 ปีที่แล้ว

    this is the best! thanks !

  • @daphneashba
    @daphneashba 5 ปีที่แล้ว

    By analysis take group as 1 but i have 34 countries how can i fix that?
    I try egen and group but it is not working

  • @hiraaqeel3499
    @hiraaqeel3499 5 ปีที่แล้ว

    sir,how to solve arellano bond estimator1995 and kean runkle1992

  • @evansoesanto4483
    @evansoesanto4483 10 ปีที่แล้ว

    Mr Sayed, why your data (and also my data) has large standard error? i observed approx. 600,000 data but has large standard error. And do you know how to know significant lag in stata? Because now, i use 2 step to measure this regression, first to know when the lag in significant (using SPSS) and second regression panel data using numbers of Lag in variables that i found in SPSS. Thank you for your help.

    • @sayedhossain23
      @sayedhossain23  10 ปีที่แล้ว

      Evan Soesanto what is significant lag in STATA?

  • @AMF2EG
    @AMF2EG 10 ปีที่แล้ว

    Dear Sayed, is it correct to run random and fixed effects models on first differenced set of variables ? the reason of using 1st difference is because some of the variables become stationary only when we take 1st difference while some are stationary at level, so I am taking first difference for all then run the RE and FE and the results seems fine, is this ok ?

    • @sayedhossain23
      @sayedhossain23  10 ปีที่แล้ว

      I normally use data whatever I have. Normally stationary data is used in time series model. Panel data is neither stationary nor cross section. It is mixed up both. However, you can see various journals and see what they have done.

  • @najihasyed8285
    @najihasyed8285 10 ปีที่แล้ว

    sir i want to know whether you have any presentation on the use of random coefficient model?

    • @sayedhossain23
      @sayedhossain23  10 ปีที่แล้ว

      No I do not have but the best book for Panel random effect is Basic Econometrics by Gujarati.

  • @USMANAKBARSunny
    @USMANAKBARSunny 4 ปีที่แล้ว

    very well explained. please upload more. do you know how to do gravity model in stata?

  • @abdullahalmamun-kk5bb
    @abdullahalmamun-kk5bb 7 ปีที่แล้ว

    Sir, Please can explain the term - here six companies have common mean value for the interecept?

    • @sayedhossain23
      @sayedhossain23  7 ปีที่แล้ว

      Thank you. I would like to invite you to join Hossain Academy Facebook at below link and post your question there for feedback. Thank you, Sayed Hossain from Hossain Academy
      facebook.com/groups/hossainacademy/

  • @EricNL86
    @EricNL86 10 ปีที่แล้ว

    Dear Sayed,
    Is the pooled regression an OLS pooled regression?
    Or are these different types of regression?
    Thanks in advance.
    Regards,
    Eric

    • @sayedhossain23
      @sayedhossain23  10 ปีที่แล้ว +1

      Pooled OLS and general OLS regression that we do all the time is the same.

    • @EricNL86
      @EricNL86 10 ปีที่แล้ว

      Sayed Hossain Thank for the quick answer :).

  • @abobakermomed9324
    @abobakermomed9324 7 ปีที่แล้ว

    Hi,
    Please, can you explain briefly how can I run cross sectional regrecession in a time series data? please it is very important to me. I would like to calculate the residuals from time series data ,but cross sectionally.

    • @sayedhossain23
      @sayedhossain23  7 ปีที่แล้ว

      Dear sir,, Thank you. I would like to invite you to join Hossain Academy Facebook at below link and post your
      question there. Actually I am in that group and may help you. Thank you once
      again, Sayed Hossain from Hossain Academy. facebook.com/groups/hossainacademy/

  • @ForeignStudentWorld
    @ForeignStudentWorld 8 ปีที่แล้ว

    hello mister Sayed, i have a problem with pesaran test beacause my stata v 12 i havent this command

    • @sayedhossain23
      @sayedhossain23  8 ปีที่แล้ว

      +JzBlu BerCel I use EVIEWS8 for Pesaran test.

    • @sayedhossain23
      @sayedhossain23  8 ปีที่แล้ว

      +JzBlu BerCel
      I would like to invite you to join Hossain Academy Facebook for greater interaction about economics, finance and econometrics with me. Thank you Sayed Hossain from Hossain Academy. Please join below and post your question
      .facebook.com/groups/hossainacademy/

  • @almas-4488
    @almas-4488 9 ปีที่แล้ว

    sir kindly present a kind lecture on mean group model and on pooled mean group estimation in stata, or using eviews, will u,

    • @sayedhossain23
      @sayedhossain23  9 ปีที่แล้ว

      +Almas -
      Thank you. I would like to invite you to join Hossain Academy Facebook for greater interaction about economics, finance and econometrics with me. Thank you Sayed Hossain from Hossain Academy. Please join below and post your question
      .facebook.com/groups/hossainacademy/

  • @imran19901
    @imran19901 7 ปีที่แล้ว

    sir what if my one variable is stationary but other is non stationary. Sir can i apply VAR directly or take difference of both or any other trick? as there is no co-integration between them.

    • @sayedhossain23
      @sayedhossain23  7 ปีที่แล้ว

      Dear Imran, Thank you. I would like to invite you to join Hossain Academy Facebook at below link and post your question there for feedback. Thank you, Sayed Hossain from Hossain Academyfacebook.com/groups/hossainacademy/

    • @imran19901
      @imran19901 7 ปีที่แล้ว

      I asked there but no response :(

  • @destadumara9457
    @destadumara9457 2 ปีที่แล้ว

    Hi mr sayed your video is very good but i don't get it my question? i use panel data now i need step by step the entry into stata please! help me

  • @zaidaburumman3411
    @zaidaburumman3411 6 ปีที่แล้ว

    Prob>chi2 = 1.0000
    (V_b-V_B is not positive definite)
    what is that mean?

  • @miaye8902
    @miaye8902 10 ปีที่แล้ว

    Hi. This is a good video. How can I test the Fama French factor pricing module by estimating a random effect module? Could you tell me the nature of the random effects module? How can I then test the HD in the residuals? How can I adjust the module estimates? How to test the joint significance of the intercepts? Thank you for your time.

  • @vuang3088
    @vuang3088 10 ปีที่แล้ว

    thanks!! very good!! :))

    • @sayedhossain23
      @sayedhossain23  8 ปีที่แล้ว

      Dear Vu, Thank you. I would like to invite you to join Hossain Academy Facebook at below link and post your question there. If I know the answer I shall certainly respond. Thank you once again, Sayed Hossain from Hossain Academy. facebook.com/groups/hossainacademy/

  • @sarahbb2144
    @sarahbb2144 8 ปีที่แล้ว

    Thank you so much for this useful video. I tried to apply xtcsd, persan abs but I had this message Error: The panel is highly unbalanced.
    Not enough common observations across panel to perform Pesaran's test.
    insufficient observationsWhat should I do in this case? Do you have any recommendations? Thank you again sir for your valuable videos.

    • @sayedhossain23
      @sayedhossain23  8 ปีที่แล้ว

      +sarah bb
      Dear Sarah, I would suggest you to join Hossain Academy Facebook at below link and post yourquestion there. If I know the answer I shall respond. Thank you once again,
      Sayed Hossain from Hossain Academy. facebook.com/groups/hossainacademy/

  • @gumodokamehuna915
    @gumodokamehuna915 7 ปีที่แล้ว

    Thank you very much for the video.Can i test FE and RE in SPSS?

    • @sayedhossain23
      @sayedhossain23  7 ปีที่แล้ว

      Dear Mehuna, Thank you. I would like to invite you to join Hossain Academy Facebook at below link and post your question there. Actually I am in that group and may help you. Thank you once again, Sayed Hossain from Hossain Academy. facebook.com/groups/hossainacademy

  • @rashmisajwan1724
    @rashmisajwan1724 6 ปีที่แล้ว

    Thank you for the video, sir I would like to know that how do I use PCA on panel data.
    I have data of "crime against women" which is cross sectional and time series. And I want to create an index using PCA. But how should I approach pca for panel data in stata . Please explain. Or if possible please make a video.

  • @qxiao5237
    @qxiao5237 4 ปีที่แล้ว

    thank you!

  • @faridbadia6876
    @faridbadia6876 4 ปีที่แล้ว

    Hello Mr Sayed, thank you very much for this wondrfull video, i shall ask you one small question, i do the same example, but my probability is: Pr=0,00006? what it means, and what can i do else? thank you very much

  • @eddiemahembephd7026
    @eddiemahembephd7026 9 ปีที่แล้ว

    Thank you very much. Can you please do a video on Dynamic Panel Data Model, especially the System GMM in (i) Stata and (ii) Eviews.

    • @sayedhossain23
      @sayedhossain23  9 ปีที่แล้ว

      Eddie Mahembe I have videos on dynamic panel like FMOLS and DOLS already in Hossain Academy webapge

    • @sayedhossain23
      @sayedhossain23  8 ปีที่แล้ว +1

      Dear Eddie,, Thank you. I would like to invite you to join Hossain Academy Facebook at below link and post your question there. If I know the answer I shall respond. Thank you once again, Sayed Hossain from Hossain Academy. facebook.com/groups/hossainacademy/

  • @saadnisar8729
    @saadnisar8729 8 ปีที่แล้ว

    Sir Hossain Academy tell me plz also without stationary testing can we apply STATA Fixed effect and random effect and GLS???

    • @sayedhossain23
      @sayedhossain23  8 ปีที่แล้ว

      Dear Nisar, Thank you. I would like to invite you to join Hossain Academy Facebook at below link and post your question there. If I know the answer I shall certainly respond. Thank you once again, Sayed Hossain from Hossain Academy. facebook.com/groups/hossainacademy/

  • @kamalhosen591
    @kamalhosen591 7 ปีที่แล้ว

    how can i get stata software? please give me a link for free

  • @sarahtaghvai-soroui6812
    @sarahtaghvai-soroui6812 10 ปีที่แล้ว

    excellent!

    • @sayedhossain23
      @sayedhossain23  8 ปีที่แล้ว

      Dear Sarah, Thank you. I would like to invite you to join Hossain Academy Facebook at below link and post your question there. If I know the answer I shall certainly respond. Thank you once again, Sayed Hossain from Hossain Academy. facebook.com/groups/hossainacademy/

  • @bayusutikno5317
    @bayusutikno5317 8 ปีที่แล้ว

    sir, i wanna ask about unbalanced panel problem,,could you give me tutorial or website that i can solve the unbalanced panel problem ??

    • @sayedhossain23
      @sayedhossain23  8 ปีที่แล้ว

      Dear Bayu, Thank you. I would like to invite you to join Hossain Academy Facebook at below link to discuss about economics, econometrics and statisti cal models using EVIEWS, STATA, R, SPSS, Minitab, Microfit, Lingo, and Excel. Thank you, Sayed Hossain from Hossain Academy.
      facebook.com/groups/hossainacademy/

    • @bayusutikno5317
      @bayusutikno5317 8 ปีที่แล้ว

      Sir, i would like to ask about link to download eviews software as free license, where is that ? thank you very much.

    • @bayusutikno5317
      @bayusutikno5317 8 ปีที่แล้ว

      sir, could you give me tutorial about solving two way fixed effect model in eviews ?? thank you sir.

    • @bayusutikno5317
      @bayusutikno5317 8 ปีที่แล้ว

      sir, what is the function of Lagrange Multiplier Test in Panel data regression ?? I still confuse because I have ever read in several journals explain to choose the best model between common effect and random effect, and the other side explain to heterocedasticity test in best model. please help me, thank for your goodness.

    • @bayusutikno5317
      @bayusutikno5317 8 ปีที่แล้ว

      sir, do you have tutorial in solving panel data regression two way effect model using eviews ?? thanks a lot Sir.

  • @zaidaburumman3411
    @zaidaburumman3411 6 ปีที่แล้ว

    Thanks for your
    very much

    • @sayedhossain23
      @sayedhossain23  6 ปีที่แล้ว

      Thank you Zaid, I would like to invite you to join Hossain Academy Facebook at below link and post your question there. Thank you once again, Sayed Hossain from Hossain Academy. facebook.com/groups/hossainacademy/

  • @DoryPim
    @DoryPim 11 ปีที่แล้ว

    Thank you Sir, It helped me alot and well I will be very happy if you have some lecture to understand GMM, its usage in STATA and to understand time series analysis. Please give me the relevant link of it also.

    • @sayedhossain23
      @sayedhossain23  11 ปีที่แล้ว +1

      Yes I have plan in future. Thanks

  • @olahikmah1694
    @olahikmah1694 10 ปีที่แล้ว

    Hai..thank you very much..This is very helpful. I just wonder how I can not run the last command xtcsd, pesaran abs

    • @sayedhossain23
      @sayedhossain23  10 ปีที่แล้ว

      Ola Hikmah You need to upload this package from Ad In option of the software so that this commend will be executed.

  • @cdcora
    @cdcora 7 ปีที่แล้ว

    Could you pass me the do file please. Thank you very much

    • @sayedhossain23
      @sayedhossain23  7 ปีที่แล้ว

      You visit to Hossain Academy at below ink where you will find all data.
      www.sayedhossain.com

    • @sayedhossain23
      @sayedhossain23  7 ปีที่แล้ว

      Thank you. I would like to invite you to join Hossain Academy Facebook at below link and post your question there for feedback. Thank you, Sayed Hossain from Hossain Academy
      facebook.com/groups/hossainacademy/

  • @sumonhossain7855
    @sumonhossain7855 9 ปีที่แล้ว

    great video could u explain me please how to find predict value by fixed effect model

    • @sayedhossain23
      @sayedhossain23  9 ปีที่แล้ว

      That part I have not done yet. Thank you Sayed Hossain from Hossain Academy

  • @cypriannyarige1095
    @cypriannyarige1095 10 ปีที่แล้ว

    your tutorials video is very good. i have a persistent error 'unable to invoke xtset dialog' please somebody help how to diagonize the problem as i cannot proceed

    • @sayedhossain23
      @sayedhossain23  10 ปีที่แล้ว

      In this case you need to e-mail STATA office as it may be a technical problem.

    • @cypriannyarige1095
      @cypriannyarige1095 10 ปีที่แล้ว

      many thanks actually it seems a technical problem as my xtset panelid time is fine and balanced but cannot try any RE

  • @m.walidhemat6319
    @m.walidhemat6319 11 ปีที่แล้ว

    Thanks Sir! it was really helpful, but I need to hear about GMM method. if you have any video about GMM, please link it.

  • @andretti1492
    @andretti1492 9 ปีที่แล้ว

    Hi, can you help me with the data?

    • @sayedhossain23
      @sayedhossain23  9 ปีที่แล้ว

      andres felipe ortiz rico Please join Hossain Academy Facebook below and post your question. Indeed I am there to share with you. Thank you Sayed Hossain from Hossain Academy facebook.com/groups/hossainacademy/

  • @christinazhao390
    @christinazhao390 9 ปีที่แล้ว

    Thx

    • @sayedhossain23
      @sayedhossain23  9 ปีที่แล้ว +1

      Christina Chiu Thank you. I would like to invite you to join Hossain Academy Facebook for greater interaction about economics, finance and econometrics with me. Thank you Sayed Hossain from Hossain Academy. Please join below and post your question.facebook.com/groups/hossainacademy/

  • @badiahahmed2085
    @badiahahmed2085 4 ปีที่แล้ว

    thank you for sharing this video, dear how can interpret Hausman test result to compare between FE and FE-IV model
    . hausman iv
    ---- Coefficients ----
    | (b) (B) (b-B) sqrt(diag(V_b-V_B))
    | iv . Difference S.E.
    -------------+----------------------------------------------------------------
    IHS_fdx | -10.2609 -3.488869 -6.772031 1.233345
    IHS_gov | -3.616735 -3.877065 .2603298 .2091792
    IHS_gfcf | 3.277582 2.25975 1.017832 .1942741
    IHS_trd | 1.358966 .7292542 .6297113 .1364145
    IHS_gnci | .6256677 .3832061 .2424616 .0834463
    IHS_lbor | -5.572129 -4.614434 -.9576948 .5514027
    dum_fdx | 3.960901 -.3721835 4.333084 1.10512
    ------------------------------------------------------------------------------
    b = consistent under Ho and Ha; obtained from xtivreg
    B = inconsistent under Ha, efficient under Ho; obtained from xtreg
    Test: Ho: difference in coefficients not systematic
    chi2(7) = (b-B)'[(V_b-V_B)^(-1)](b-B)
    = 42.89
    Prob>chi2 = 0.0000
    THANK YOU

  • @simrankanwarjetmal5778
    @simrankanwarjetmal5778 3 ปีที่แล้ว

    Thank you sir.