 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 

                         

  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 

                         

  SIGA                   variance estimate of individual effects 

                         

  SIGE                   variance estimate of the remaining error 

                         

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(C) MD*TECH Method and Data Technologies, 21.9.2000

