Panel Data Regression 9of9 - Hausman Test

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  • เผยแพร่เมื่อ 19 ก.ย. 2024

ความคิดเห็น • 30

  • @anelesiyotula5372
    @anelesiyotula5372 2 หลายเดือนก่อน +2

    Thank you so much for this series. You have saved my thesis literally.

  • @MichaelGauciMT
    @MichaelGauciMT ปีที่แล้ว +3

    Thank you for producing this series. It's a very good introduction to data panel modelling.

  • @salmaadnani2931
    @salmaadnani2931 2 ปีที่แล้ว +2

    Im kinda sad these series has ended , it was really helpful thank you sm

    • @PatObi
      @PatObi  8 หลายเดือนก่อน +2

      Please check out my new series on panel GMM: th-cam.com/play/PL6Y8SvWdPo08BIszhwcL2jydMgBXMCKwb.html

  • @festusndidibuogwuopara8634
    @festusndidibuogwuopara8634 3 ปีที่แล้ว +2

    Thanks. Your teaching is really explicit and very helpful

  • @okyere-darkoaddai7129
    @okyere-darkoaddai7129 2 ปีที่แล้ว +2

    Thank you, Sir. Your videos have really cleared most of my doubts and have given me a deeper understanding.

  • @abdikariimabdullahi9493
    @abdikariimabdullahi9493 2 ปีที่แล้ว +1

    Thank you Sir. I have found these videos to be comprehensive and are quite helpful. Hopefully you will do similar series on dynamic panel estimations.

    • @PatObi
      @PatObi  8 หลายเดือนก่อน +1

      Please check out my playlist on dynamic panel GMM: th-cam.com/play/PL6Y8SvWdPo08BIszhwcL2jydMgBXMCKwb.html

  • @Sarpamus
    @Sarpamus 2 ปีที่แล้ว +1

    I watched all of them. very helpful and explanatory. thank you. I hope you will upload more

    • @PatObi
      @PatObi  8 หลายเดือนก่อน +1

      Thank you. Please check out my new panel GMM videos: th-cam.com/play/PL6Y8SvWdPo08BIszhwcL2jydMgBXMCKwb.html

  • @DANIELNNNORTEYE
    @DANIELNNNORTEYE ปีที่แล้ว +1

    THank you so much for this series. Much helpful

    • @PatObi
      @PatObi  8 หลายเดือนก่อน

      You're welcome. Please check out my new panel GMM videos: th-cam.com/play/PL6Y8SvWdPo08BIszhwcL2jydMgBXMCKwb.html

  • @VSP4591
    @VSP4591 3 ปีที่แล้ว +1

    Well explained. Thank you.

  • @bishalshrestha6087
    @bishalshrestha6087 6 หลายเดือนก่อน

    Amazingly explained...

  • @rehanareshie7475
    @rehanareshie7475 7 หลายเดือนก่อน

    Thanks is very little thing for ur lectures🎉

  • @GaurangBadheka
    @GaurangBadheka ปีที่แล้ว +1

    Dear Professor, it is indeed an excellent video series. Extremely useful though concise. I have a question - do we need to check the assumptions of regression when dealing with Panel data (like multicollinearity, autocorrelation, normality, linearity, heteroscedasticity, etc.)?

  • @udeshnaburagohain6181
    @udeshnaburagohain6181 3 ปีที่แล้ว +3

    Sir could you please add videos for dynamic panel estimation

    • @PatObi
      @PatObi  2 ปีที่แล้ว +1

      That will be published soon. Thanks.

  • @rabeyabasrirumana8940
    @rabeyabasrirumana8940 11 หลายเดือนก่อน +1

    Much appreciated.

    • @PatObi
      @PatObi  8 หลายเดือนก่อน +1

      You're welcome. Please check out my new GMM videos: th-cam.com/play/PL6Y8SvWdPo08BIszhwcL2jydMgBXMCKwb.html

  • @cyberdudecyber
    @cyberdudecyber ปีที่แล้ว +1

    Thanks for the great series! Would you make a short video on mixed-effects as well?

    • @PatObi
      @PatObi  8 หลายเดือนก่อน +1

      I'll work on it :-)

  • @samuelo.binuomote271
    @samuelo.binuomote271 8 หลายเดือนก่อน +1

    Good morning Prof. Thanks a lot for these series. They really helped my understanding of Panel regression. Please can you assist with GMM panel regression?
    Thank you so much sir

    • @PatObi
      @PatObi  8 หลายเดือนก่อน

      Please check out my series on GMM panel regression: th-cam.com/play/PL6Y8SvWdPo08BIszhwcL2jydMgBXMCKwb.html

  • @kwameamoah5600
    @kwameamoah5600 2 ปีที่แล้ว +1

    Hi Prof,
    Please what does it mean when you get this result?
    Can you go ahead and use the fixed effects model?
    * Cross-section test variance is invalid. Hausman statistic set to zero.
    ** WARNING: estimated cross-section random effects variance is zero.
    .
    Chi-Sq. Statistic is 0.00000
    Chi-Sq. d.f. is 3
    the prob is 1.0000

    • @PatObi
      @PatObi  2 ปีที่แล้ว

      I'm sorry Kwame, for my late response. Hopefully, you've figured out the issue by now. Please check your dataset and be sure to run FE first, click ESTIMATE on the output and then run RE, and on the RE output, run Hausman test - in that order.

  • @nurudeenyusuff1653
    @nurudeenyusuff1653 2 ปีที่แล้ว +1

    Thanks for the topic u details
    Can u please include Bayesian approach?

    • @PatObi
      @PatObi  8 หลายเดือนก่อน

      I'll work on it 🙂

  • @moopelokungwane3567
    @moopelokungwane3567 ปีที่แล้ว +1

    Good Day Sir, is it possible to compure Random Effect Model on Excell similar to how to how you went about Fixed Effect Model. Excellent presentation of concepts.

    • @PatObi
      @PatObi  8 หลายเดือนก่อน

      The inclusion of the GLS parameter in Random Effects estimation makes the use of Excel to be not so easy 🙂