Hello!
I would like to better understand the rational for using the following formula for determining the denominator degrees of freedom for the F-test: n(t-1)-(k-1); where n is the number of regions, t the number of years, k the number of parameters,
including the constant. I thought that the use of the de-meaned data approach compared to LSDV approach for the fixed effects model would lead to a higher number of denominator degrees of freedom, as suggested in the Gretl Guide, with the following formula:
nt-k.
I would greatly appreciate if someone could shed some light on the matter.
Thank you
Bruno Gobeil
Senior Consultant
|
Consultant principal
DUNSKY ENERGY CONSULTING
|
DUNSKY EXPERTISE EN ÉNERGIE
[t]
514.504.9030 *26
[f]
514.289.2665
[e]
bruno.gobeil@dunsky.com
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