Random Effects estimators as fGLS

  Рет қаралды 32,763

Ben Lambert

Ben Lambert

Күн бұрын

Пікірлер: 14
@nguyendattan638
@nguyendattan638 Ай бұрын
thanks alot, Mr.Ben Lambert you are my hero
@RD-dd4cv
@RD-dd4cv 6 жыл бұрын
You are the man, i think i'm gonna pass my test in Panel Data because of your videos, keep up the good work
@rareclassicmovies6429
@rareclassicmovies6429 10 жыл бұрын
You previously mentioned that we use RE because POLS is not applicable but FE is more difficult, but here we do FE as the first step of using RE! It means that using RE is more complicated that using FE!
@fatmaosama4213
@fatmaosama4213 2 ай бұрын
great explanation, thanks
@TÔMTIÊNYÊN
@TÔMTIÊNYÊN Жыл бұрын
Thank you Sir, how can we estimate the lamda hat ?
@lastua8562
@lastua8562 4 жыл бұрын
Does sigma u refer to variance in i or t or both?
@lastua8562
@lastua8562 4 жыл бұрын
You say we estimate lambda - Should we not have a confidence interval around it?
@shilpidas4421
@shilpidas4421 4 жыл бұрын
Can you give me the related reference book for this topic?
@ecozi
@ecozi 8 жыл бұрын
I don't understand what random sample in CS means. Aren't we following the same people through time when working with panel data of individuals? Then this assumption wouldn't hold, right? Can anyone explain please?
@lastua8562
@lastua8562 4 жыл бұрын
not in pooled OLS. Here, we just have repeated cross-sections. --- well, that is what pooled OLS is. But if we have panel data, I guess we just "treat it" as it were repeated cross sections. We pool the data together as if there were no country/area/region/alpha-term included.
@TheMinstrel55
@TheMinstrel55 7 жыл бұрын
please organise these videos,they are good.
@lastua8562
@lastua8562 4 жыл бұрын
his profile has playlists nowadays.
@jaminfree
@jaminfree 9 жыл бұрын
sigma u, not sigma mu
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