Usage: |
{OUTPUT,SIGA,SIGE} = panfix(Z,m {,T} )
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Input: |
| Z | Dataset ordered by Individuals (i)
1st column: Index of Individuals
2nd column: Dependent variable
3rd ... column: Explanatory variables (without const!)
NT x k+2 Matrix
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| SIGA | variance estimate of individual effects
|
| SIGE | variance estimate of the remaining error
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| m | The first m explanatory variables are treated as corre-
lated with the fixed effects, the remaining variables
are assumed to be uncorrelated with the individual effects
(= mixed specification)
|
| T | Number of time periods for a BALANCED Dataset
IMPORTANT: No column for the Index of Individuals!
(Optional, only for a Dataset with the same T
for all Individuals = BALANCED PANEL)
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Output: |
| OUTPUT | String of output table
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