Re: [Gretl-users] panel estimation based on restricted sample
Thanks for replying, Peter.
I should haven given some more information about the data. I've a got a
dataset including information for several industry sectors and size classes
for each country. So restricting the data to a country does not result in a
time-series or so. I hope this makes it more clear.
A possible way could be to generate several series like:
<hansl>
smpl full
series Xfull = X
panel Xfull const Y
modeltab add
smpl country="ger" --restrict --replace
series Xger = X
panel Xger const Y
modeltab add
smpl country="us" --restrict --replace
series Xus = X
panel Xus const Y
modeltab add
<\hansl>
But as I would like to add these three estimated models into a single table
(using modeltab) it does not work since the dependent variable differs
across these models. This is why I am asking for an alternative way to
realize this idea.
Artur
2013/2/19 Summers, Peter <psummers(a)highpoint.edu>
Artur,****
** **
If you’re restricting the sample to one country, is it still a panel?
Wouldn’t OLS work in that case? Or am I missing something?****
** **
PS****
** **
*From:* gretl-users-bounces(a)lists.wfu.edu [mailto:
gretl-users-bounces(a)lists.wfu.edu] *On Behalf Of *artur tarassow
*Sent:* Tuesday, February 19, 2013 7:56 AM
*To:* Gretl list
*Subject:* [Gretl-users] panel estimation based on restricted sample****
** **
Hey everybody,
I've got a panel data set including data for several countries over time.
In a first stage I run a RE-estimation based on the full sample. Next I
want to estimate the same model for a single country by restricting the
data:
<hansl>
smpl country="UK" --restrict --replace
panel Y const X --random-effects
<\hansl>
But gretl states "This estimator requires panel data". Instead, this works:
<hansl>
smpl country="UK" --restrict --replace
setobs ID year --panel-vars
panel Y const X --random-effects
<\hansl>
Fine so far. Since I want to add all country-specific estimations (for
several dependent variables) into a single table (modeltab), I include the
code into a loop function, but unfortunately the "setbobs"-command does not
work within a loop environment.
Does anyone have a solution to solve this issue, or would it be possible
to allow the "setobs"-command to work within a loop-function?
Cheers,
Artur****
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