I am doing a fixed effects regression with 5465 N and 5 T on Stata. I have used the fixed effects regression model and used the code vce (robust) to account for autocorrelation/heteroskedasticity. I spot no multicollinearity and as I know the residuals do not play such a big role if N is so much bigger than T. Also there is linearity in the regression. Moreover, I receive a within Rsq==0.54 and a Prob>F=0.00.
Does it mean that I can use this model?
It is really important for me as this is a part of my master thesis. I would be grateful if I could get any replies
Related Posts with Fixed Effects Regression with Panel Data N>T
Preference to FE or RE model with Driscoll-Kraay SEHello, Is there a similar test that I can run to the Hausman test, with FE/RE models with Driscoll-…
Large data-cleaning and -appending exercise needs more efficiencyHello everyone, I am at my first attempt at importing, cleaning and appending a large amount of dat…
Identify Specific Letter/Numeric from a String VariableDear all, I have a list of countryname and countrycode, as follow: countrycode countryname 004 …
5-year average data and lagged variableHello, I am new to this forum and I am currently writing my bachelor's thesis in international econ…
Time varying EWMA correlation matrixI am trying to calculate the time-varying EWMA correlation matrix in Stata when mean is not zero. C…
Subscribe to:
Post Comments (Atom)
0 Response to Fixed Effects Regression with Panel Data N>T
Post a Comment