Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: metrics
See also: panrand panhaus pandyn

Macro: panfix
Description: Estimation of a static Fixed-Effects-Modell

Usage: {OUTPUT,SIGA,SIGE} = panfix(Z,m {,T} )
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
SIGA variance estimate of individual effects
SIGE variance estimate of the remaining error
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)
Output:
OUTPUT String of output table

Example:
library("panel")
data=read("pantest")
{output,siga,sige}=panfix(data) 
output
Result:

Library: metrics
See also: panrand panhaus pandyn

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Author: Joerg Breitung, 990316
(C) MD*TECH Method and Data Technologies, 28.6.1999