Re: [Gretl-users] Panel Data, print out estimated betas
Peter Blömeke schrieb:
Dear All Gretl User,
I need some help with an regression analysis I am running right now. The
data consists of about 600 entities over 180 month and is organized as
panel data.
Here is my problem:
I want to run a fixed effect panel regression with two independent
(explanatory) variables. Gretl prints out the regression result and
gives me one estimated beta for each variable. However, in a next step I
need a estimated beta for each of the 600 entities in a list to do
further analysis.
Hi Peter, I don't understand this last sentence. Assuming that for you
"beta" is the estimated coefficient vector, there is no separate beta
for each entity. The standard panel model has equal (homogeneous)
coefficients for all units. The only thing which is allowed to differ
between units are the constant terms. Do you want to recover the
estimated unit-specific constant terms?
cheers,
sven