I've watched many channels and videos and for Econometric topic, you are the best ever in TH-cam. I don’t know Urdu but sometimes i watch your urdu lectures too!
I really appreciate your good effort to explain econometrics in an easy and understandable way. My suggestion, it would be better if you put your series of lecture videos in different headings playlists like Econometric Data Learning, Econometric Model learning, etc. It will be very easy for viewers to in a better way. They can add playlists on the youtube library.
Thank you so much, Sir ❣️ Your explanation was so easy to understand & Your videos on panel data really helped me to do my thesis analysis. Love from Bangladesh ❣️
Excellent Job. Does normality test works properly in case of Panel data like Jerque Bera Test which proves that residuals are normally distributed or not? Heard that in large size data specially Panel type it doesnt give right decision?
Dear Dr Tehseen Jawaid, thank you sharing wonderful lessons via TH-cam. I have been greatly benefiting from your posts. Would you please bring us Moderation Regression in Panel Data with Eviews? Thank you
Please guide how to write equation in Eviews when we have multiple dependent variables or dependent variable having multiple constructs? hope to get the answer as early as possible for you. do share if there is any video handling this kind of data. best regards.
Very good video sir. Thank you Need your help, My research topic is impact of dividend policy and profitability on share prices. I have taken 29 nonfinancial companies for 10 years time span. I ran simple OLS model in E-View 12 Student Version. But, I faced the problem of positive autocorrelation. I also applied panel data analysis - Pooled OLS, Fixed Effect, Random Effect Model. Is it require to fulfill the assumptions i. e. Normality of Residuals, Homoskedasticy of Residuals, No Autocorrelation, No Multicollinearity? E-View doesn't allow diagnostic tests in Panel Data analysis. I have no much idea about analysis and econometrics. Guide me. So, I can complete my multiple linear regression analysis. Thank you in Advance.
Sir, thanks for this very informative video. Incase Fixed Effect model is applied on the basis of hausman test and results of Fixed Effect shows that F statistics is not significant, then what to do ? As insignificant F statistics depicts that Model is not fit.
What if both time and cross section of Breusch-Pagan test are both 0.000 which means accepting H1 and go for FEM/REM? when we want to proceed in eviews should we have to them both as Random?
Thus, now for Random effect, it's not taking both random, in the estimation method selection, how to tackle this. As the method is, i ran POLS, Breusch-pagan test , both cross section as well as period p-values are significant. Thus, now for Random effect, it's not taking both random, in the estimation method selection, how to tackle this. if just taken RANDOM, for cross section alone and similarly for period, will it be wrong? what can be the implication? plz guide.
Sir, thanks for letting us understand all these concepts in simple way. However when I tried to test whether pls is better or ref or fe . I could not be able to estimate PG lm test in eview 10. Can you please help and guide me that why I couldn't get PG lm test values by following same procedure as told by you.
Hi it says ''not available with this estimation method'' when I try to to Breusch- Pagan Test after I did the POLS regression. Why is that so? Thank you
AoA Sir i have 116 companies for the period of 2011 to 2021. And just using the data of Pakistan. Kindly tell me either this data are panel, Cross sectional or time series.
Very nice session sir ...but when I m doing random effect model then it's showing a msg that near singular matrix in computation of swamy-arora RE component variances for estimate of RE Innovation Variance....will u pls guide me on that
Thank you for the Statistically significant method of explanation LOL. I have a question, what if I have 8,9,10 variables, with 47 countries what would be the alternative of using dummy variables technique ?
Dr. what if PLOS showed 1-2 insignificant variables showed we first delete them and then continue ? or continue without deleting any variables ? thank you in advanced.
If results show that variables are insignificant with all other robust tests, it will be considered as research output. These findings lead to your recommendations of your research.
Sir i have a doubt. Your video on panel data analysis was very helpful for me. Can I do panel data analysis of all variables like fixed effect or random effects model and at the same time do a mediation analysis in a manuscript. Kindly clarify sir
Dr. if both TIME and CROSS SECTION in BREUSCH-PAGAN test are less than 0.05 (significant) does that means it will be two way RANDOM or FIXED effect model? does that means CROSS SECTION and TIME must be the same? or they can be different in this case? thank you Dr. so much
Really appreciate your efforts Sir, this is the best video on Panel regression implementation. I have a query Sir, can we follow the same steps in gretl too?
Sir, is there any test to know POLS is better or Fixed effect is better in E-Views, as F-Chow test is there is STATA but I am not aware about the same in E-Views.
Hloo sir... I am a MBA banking and finance student, studing in uk... I am in the part of project my topic is impact of digitalization on banks in uk.... When i select this topic i wish to do this only on theoretic but, when i approach to supervision who ask me to do by panal analysis, actually i am un aware of this. I don't know how to select variables.... Please help me sir....
Here, all the variable scored less than 0.05, what would happen if not all variable score less than 0.05? For example: in POLS: among the independent variables (net profit,roa, crar, loan to asset ratio), roa had a score of 0.0236, all other were 56%, 65%, 57%. What to do in this case?
Sir i have a doubt. I did analysis on many independent variables with one mediating variable in STATA using the med sem package. When I try to do it's showing error. Kindly suggest what to do
Dear sir to confirm panel least square method when we go for bruesch pagan test the system shows error message as a final result " not available with this estimation model" . Plz any suggestion to resolve this issue of pagan test
@@TJAcademyofficial Thanks sir but is there an other alternative method to run Bruesch pagan test... Sir Your cooperation in this regard will be praised ever
I tried to Apply Breusch-Pagan test but when I do that, there is a Error Message that: "Not available with this estimate method" I don't know why, can u help me please
Thank you for your message. First, enter panel data in EViews. For this, plz find the link below then you will see the required option. th-cam.com/video/44Pjed8CkB0/w-d-xo.html
In my regression model, 3 independent variables are binary and the other one is fraction. After running regression of my panel data, Eviews shows "Near Singular Matrix Error". What is near Singular Matrix Error?
@@TJAcademyofficial Sir I have applied the same procedure in the E-views 10, but while applying the Lagrange Multiplier Test after implementing the POLS, m got the error message: Not available with this estimation method. How to resolve this issue?
I really like the way you explain the complexities into simplicity. Thank you very much. Before asking you something, it is requested to please make the video on PSM (Propensity Score Matching) as well. Question: I am confused on one thing, and I need further clarity in the previous lecture th-cam.com/video/eJ55gvp3S5E/w-d-xo.html you have cleared the difference between FE and RE, fixed is for population and random is for sample, but here in this video you are saying that we have to decide on the basis of tests either we should use FE or RE. Kindly elaborate.
Thank you for your appreciation. If u take data from all major firms only of the stock market then you can analyse the stock market movement even if you did not take data of all the firms. It means behaviour of selected firms can represent all firms. This is analysed by the Hausman test. If selected firms are enough to analyse then hausman say go to FEM. I hope you got it.
MashAllah, Good work, keep it up. when i am applying REM -LM on mine data, i am receiving a message i.e. not available with this estimation method. Any solution or idea why this is appearing.
Thank you for your message. First you have to create work file for panel data. How it is done? Plz find the video below: th-cam.com/video/44Pjed8CkB0/w-d-xo.html
For my data, both Cross-section and Time were significant in Breusch-Pagan test. To conduct random effect, before doing Hausman test, should I set both cross-section and time to random effect? How do I proceed from here? Thanks for your help.
Sir.. When I ran Hausman test.. An error message appears "insufficient number of common coefficients to test" Kindly let me know the reason and solution of the above error.. Thanks..
sir my dependent variable have two dimensions means Y1 or Y2 and one dimension is showing the results sig or other one is not significant so please guide me about their interpretations
Please guide how to write equation in Eviews when we have multiple dependent variables or dependent variable having multiple constructs? hope to get the answer as early as possible for you. do share if there is any video handling this kind of data. best regards.
![Panel Data Analysis: Pooled OLS, Random Effect Model and Fixed Effect Model (Part 1/2)- English [CC]](http://i.ytimg.com/vi/eJ55gvp3S5E/mqdefault.jpg)
The Best Panel data processing video in TH-cam!! Thank you so much for the wonderful tutoring!
Great learning opportunities for students, especially, Dr Tahseen teaches complex issues in easy to comprehend manner
100% agreed 👍
Hi, is there any expert in econometrics?.. i need help
I have no words to explain that how much your lectures help me.... MashaAllah Salamti ❤
Thank u so much sir..big respect from Sri Lanka..🇱🇰🤗🙏
My pleasure 🙂
I've watched many channels and videos and for Econometric topic, you are the best ever in TH-cam. I don’t know Urdu but sometimes i watch your urdu lectures too!
Brilliant Method of Teaching, Thanks Man
Marvelous explaining! eagerly waiting for your new videos
I really appreciate your good effort to explain econometrics in an easy and understandable way. My suggestion, it would be better if you put your series of lecture videos in different headings playlists like Econometric Data Learning, Econometric Model learning, etc. It will be very easy for viewers to in a better way. They can add playlists on the youtube library.
Gesus,I love you so much,I am nearly desperated by the panel data,and you help me a lots! 太感谢你了！ love from a Chinese❤
Wonderful session sir 👍👍keep posting these insightful videos
I learned much about panel regression from this video. However, it would be more fruitful if it covered residual diagnostics in panel regression.
Good work Dr Tehseen
Thank you Dr. Shb 🙂
Amazing Video lesson Sir 🌟
Thank you so much, Sir ❣️ Your explanation was so easy to understand & Your videos on panel data really helped me to do my thesis analysis.
Love from Bangladesh ❣️
Excellent video
Stay blessed, Sir
thank you so much for your really helpful video!
absolutely admire , applaud sir
BP test is for heteroskedasticity, I can go with robust OLS rather than refusing the OLS. Can you explain my misunderstanding please.
Its a very good demo video. Shall be great if you please upload a similar video using SPSS for step-by-step Panel Data Analysis.
Appreciate your efforts Sir. Kindly make more videos on Panel data analysis.......long run, panel ARDL, GMM ESTIMATION AND THRESHOLD EFFECT
JazakAllah Dr. Shb. InshaAllah zarur koshish krunga
@@TJAcademyofficial same request, sir.
Excellent Job. Does normality test works properly in case of Panel data like Jerque Bera Test which proves that residuals are normally distributed or not? Heard that in large size data specially Panel type it doesnt give right decision?
Dear Dr Tehseen Jawaid, thank you sharing wonderful lessons via TH-cam. I have been greatly benefiting from your posts. Would you please bring us Moderation Regression in Panel Data with Eviews? Thank you
Please guide how to write equation in Eviews when we have multiple dependent variables or dependent variable having multiple constructs? hope to get the answer as early as possible for you. do share if there is any video handling this kind of data. best regards.
Very good video sir. Thank you
Need your help,
My research topic is impact of dividend policy and profitability on share prices. I have taken 29 nonfinancial companies for 10 years time span. I ran simple OLS model in E-View 12 Student Version. But, I faced the problem of positive autocorrelation. I also applied panel data analysis - Pooled OLS, Fixed Effect, Random Effect Model. Is it require to fulfill the assumptions i. e. Normality of Residuals, Homoskedasticy of Residuals, No Autocorrelation, No Multicollinearity? E-View doesn't allow diagnostic tests in Panel Data analysis. I have no much idea about analysis and econometrics. Guide me. So, I can complete my multiple linear regression analysis.
Thank you in Advance.
thank you very much you taught exactly what i needed🌼🌼
very good. please make the videos on complete use of STATA as well.
Thank you =شُكراً
Sir, thanks for this very informative video. Incase Fixed Effect model is applied on the basis of hausman test and results of Fixed Effect shows that F statistics is not significant, then what to do ?
As insignificant F statistics depicts that Model is not fit.
I can't thank you enough. Thanks a ton😇😇😇
sir there is need to check first cross sectional dependence or not ?
What if both time and cross section of Breusch-Pagan test are both 0.000 which means accepting H1 and go for FEM/REM? when we want to proceed in eviews should we have to them both as Random?
Well done sir i appreciate you. Please make a video on how to make thesis and term paper. Please its my humble request.
Thus, now for Random effect, it's not taking both random, in the estimation method selection, how to tackle this.
As the method is, i ran POLS, Breusch-pagan test , both cross section as well as period p-values are significant.
Thus, now for Random effect, it's not taking both random, in the estimation method selection, how to tackle this.
if just taken RANDOM, for cross section alone and similarly for period, will it be wrong? what can be the implication?
plz guide.
Thank you, Sir
Sir, thanks for letting us understand all these concepts in simple way. However when I tried to test whether pls is better or ref or fe . I could not be able to estimate PG lm test in eview 10. Can you please help and guide me that why I couldn't get PG lm test values by following same procedure as told by you.
Sir can you please tell if i move to CIPS and CADF test for stationarity...how do i get that options
Thanks a lot sir
wonderfully explained. Sit plz should we have to stationary unit root test for small size sample in terms of time of panel data ?
Yes, absolutely. The data should be stationaty, and we request from the educators to enlighten this issue.
Hi it says ''not available with this estimation method'' when I try to to Breusch- Pagan Test after I did the POLS regression. Why is that so? Thank you
Hi, thank you for your message. It happens due to crack version of EViews.
Thank you so much. Are there any way to fix this? : (((
AoA
Sir i have 116 companies for the period of 2011 to 2021. And just using the data of Pakistan. Kindly tell me either this data are panel, Cross sectional or time series.
Very nice session sir ...but when I m doing random effect model then it's showing a msg that near singular matrix in computation of swamy-arora RE component variances for estimate of RE Innovation Variance....will u pls guide me on that
Thank you for the Statistically significant method of explanation LOL. I have a question, what if I have 8,9,10 variables, with 47 countries what would be the alternative of using dummy variables technique ?
My pleasure. It depends on the degree of freedom.
How to determine the degrees of freedom in a panel data Dr. Please?
Dr. what if PLOS showed 1-2 insignificant variables showed we first delete them and then continue ? or continue without deleting any variables ? thank you in advanced.
If results show that variables are insignificant with all other robust tests, it will be considered as research output. These findings lead to your recommendations of your research.
Hi Dr. Tehseen
I want to do panel data analysis, But I'm facing some kind of error. Need your guidance. Please help me
Sir i have a doubt. Your video on panel data analysis was very helpful for me. Can I do panel data analysis of all variables like fixed effect or random effects model and at the same time do a mediation analysis in a manuscript. Kindly clarify sir
Dr. if both TIME and CROSS SECTION in BREUSCH-PAGAN test are less than 0.05 (significant) does that means it will be two way RANDOM or FIXED effect model? does that means CROSS SECTION and TIME must be the same? or they can be different in this case? thank you Dr. so much
Yes it is
sir, your mostly lectures are in time series as well panel and pooled data. can you up loud some cross section data handling techniques?
Soon InshaAllah 🙂
Sir, please show how to do this in Eviews 12. I couldn't find the panel option in Eviews 12 version. Pls sir.
Doctor please what if we have missing data , should we have to sort it out first and then start analyzing? Thank you
Sir plzz
Very good
Really appreciate your efforts Sir, this is the best video on Panel regression implementation. I have a query Sir, can we follow the same steps in gretl too?
Sir, is there any test to know POLS is better or Fixed effect is better in E-Views, as F-Chow test is there is STATA but I am not aware about the same in E-Views.
Yes. It is BP test included in this video.
Should we test stationarity before applying these tests?
If the time series is long enough
Also some hints for research proposal
How to creat intrection effect when one variable value laying in negative positive and zero value
What are the instruments used to correct the problem of endogeneity.
Sir, Please make video on ARCH/GARCH and GARCH Family
may i ask you some questions regarding this video
Whatif dependent variable is binary
Thank you so much Sir!
Hi, is there any expert in econometrics?
Hloo sir...
I am a MBA banking and finance student, studing in uk...
I am in the part of project my topic is impact of digitalization on banks in uk.... When i select this topic i wish to do this only on theoretic but, when i approach to supervision who ask me to do by panal analysis, actually i am un aware of this. I don't know how to select variables.... Please help me sir....
Hi, have u done literature review?
Here, all the variable scored less than 0.05, what would happen if not all variable score less than 0.05?
For example: in POLS: among the independent variables (net profit,roa, crar, loan to asset ratio), roa had a score of 0.0236, all other were 56%, 65%, 57%.
What to do in this case?
Sir i have a doubt. I did analysis on many independent variables with one mediating variable in STATA using the med sem package. When I try to do it's showing error. Kindly suggest what to do
Maybe it happens due to the crack version of stata
@@TJAcademyofficial thank you sir for your reply. Can u please share if possible the original version of STATA
A license version is required.
Sir is it possible to find model fit using E views
Dear sir to confirm panel least square method when we go for bruesch pagan test the system shows error message as a final result " not available with this estimation model" . Plz any suggestion to resolve this issue of pagan test
This problem occurs due to the crack version of software
@@TJAcademyofficial Thanks sir but is there an other alternative method to run Bruesch pagan test... Sir Your cooperation in this regard will be praised ever
i can not apply Breusch pagan test in eviews 10 , it appears a message written not available with this estimation method
Use EViews 9. It happens sometimes due to crack version of software
thank you
Please what are diagnostic tests for panel regression on eviews?
I tried to Apply Breusch-Pagan test but when I do that, there is a Error Message that: "Not available with this estimate method" I don't know why, can u help me please
Thank you for your message. This happens sometime due to crack version of EViews.
@@TJAcademyofficial oh lol thanks
i cant see the panel option on the equation estimation tab
Thank you for your message.
First, enter panel data in EViews.
For this, plz find the link below then you will see the required option.
th-cam.com/video/44Pjed8CkB0/w-d-xo.html
Sir,you took only 2 independent variables.Can we take more than 2 independent variables at a time?
Why not?
In my regression model, 3 independent variables are binary and the other one is fraction. After running regression of my panel data, Eviews shows "Near Singular Matrix Error".
What is near Singular Matrix Error?
how to make endogeneity test?
thankyou so much!
TQ its helping
Assalam o alaikum.
Sir minimum how much time frequencies necessary for panel data...
Sir,
When applying Fixed Effect Model in the last step, a message shows as 'Near Singular Matrix'. Now, how to proceed Sir?
which e-views version has been used for analysis
EViews 9
@@TJAcademyofficial Can I apply the same procedure in e-views 10?
Yes
@@TJAcademyofficial Sir I have applied the same procedure in the E-views 10, but while applying the Lagrange Multiplier Test after implementing the POLS, m got the error message: Not available with this estimation method. How to resolve this issue?
I really like the way you explain the complexities into simplicity. Thank you very much. Before asking you something, it is requested to please make the video on PSM (Propensity Score Matching) as well.
Question:
I am confused on one thing, and I need further clarity
in the previous lecture th-cam.com/video/eJ55gvp3S5E/w-d-xo.html you have cleared the difference between FE and RE, fixed is for population and random is for sample, but here in this video you are saying that we have to decide on the basis of tests either we should use FE or RE.
Kindly elaborate.
Thank you for your appreciation. If u take data from all major firms only of the stock market then you can analyse the stock market movement even if you did not take data of all the firms. It means behaviour of selected firms can represent all firms. This is analysed by the Hausman test. If selected firms are enough to analyse then hausman say go to FEM.
I hope you got it.
MashAllah, Good work, keep it up. when i am applying REM -LM on mine data, i am receiving a message i.e. not available with this estimation method. Any solution or idea why this is appearing.
Sometimes these messages are appeared due to crack version. Use EViews 9
@@TJAcademyofficial thank you Sir. Yes it was cracked version. Sir have you any link of 9 version please share.
Sir from where i can have eviews 9
One dependent variable and 6 independent variable in the model
Please add some videos on dynamic GMM in eviews
In the equation estimation window I don't have the "Panel Options" tab, only "Options".. How do I find it?
Thank you for your message. First you have to create work file for panel data. How it is done? Plz find the video below:
th-cam.com/video/44Pjed8CkB0/w-d-xo.html
@@TJAcademyofficial Thanks for your reply. I've done this step, still can't find the required options for analysis...
May I have snapshot on messenger?
@@TJAcademyofficial I wasn't able to message you via TH-cam, I sent you a message in your Facebook page.
i had the same problem. you have to make the excel sheet which suits to panel data analysis using cross id and also with the copany name for each cell
thankyou sir
great
For my data, both Cross-section and Time were significant in Breusch-Pagan test. To conduct random effect, before doing Hausman test, should I set both cross-section and time to random effect? How do I proceed from here? Thanks for your help.
Should you receive the reply for that. Same problem here
Sir.. When I ran Hausman test.. An error message appears
"insufficient number of common coefficients to test"
Kindly let me know the reason and solution of the above error.. Thanks..
when i apply B-P test them my computer replies: not available with this estimation method in stead of results
These types of error occurs when crack version has been used.
Sir i need to speak to you.
Can I get in touch with you.
It’s important
Thank you for your message. Please find the link below for contact
facebook.com/TJAcademyofficial/
i need its data file in excel or eviews
Plz upload a video how to analyse panel data in Stata.
Soon InshaAllah
Please the source of the exercise
sir please do touch some important topics of economics& financing of education plz sir its a request ...
Thank you bro! Please would you tell me how to contact you? Thank you
My pleasure 😊. My email is stjawaid@hotmail.com
@@TJAcademyofficial thank you so much.. Do you have Gmail ?
Sir please teach this analysis using R
Sir , please tell minimum time period for panel data analysis
sir my dependent variable have two dimensions means Y1 or Y2 and one dimension is showing the results sig or other one is not significant so please guide me about their interpretations
Please guide how to write equation in Eviews when we have multiple dependent variables or dependent variable having multiple constructs? hope to get the answer as early as possible for you. do share if there is any video handling this kind of data. best regards.
Aoa sir plz dynamic old par bh AK video bana dain detail ma
Kindly give link of the date file too, so people can practice. Thanks!
Assalam O Alaikum sir