Re: [Gretl-users] Panel data models with fixed effects...

On Fri, 19 Sep 2008, Allin Cottrell wrote: > Sorry, but I'm now thinking there might be a slight problem with > computing these $ahat values. I'll investigate further and post > again. No, apologies for the noise: the $ahat values are correct. But while I'm at it, here's a little script which shows what's going on. <script> open greene14_1.gdt logs C Q PF LF genr unitdum # ols with generic const + 5 dummies ols l_C 0 l_Q l_PF l_LF du_2 du_3 du_4 du_5 du_6 -q matrix a = ones(6,1) * $coeff[1] + (0 | $coeff[5:9,]) printf "\n%f\n", a # OLS with all 6 unit dummies ols l_C l_Q l_PF l_LF du_1 du_2 du_3 du_4 du_5 du_6 -q matrix b = $coeff[4:rows($coeff),] printf "\n%f\n", b printf "bbar = %f\n", meanc(b) # panel, Fixed Effects panel l_C 0 l_Q l_PF l_LF -q printf "F.E. const = %f\n", $coeff(0) series apanel = $ahat smpl year=1970 -r print apanel -o </script> Allin. _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users __________ NOD32 Informacje 3457 (20080919) __________ Wiadomosc zostala sprawdzona przez System Antywirusowy NOD32 http://www.nod32.com lub http://www.nod32.pl