I want to know
1- how sigma u, sigma e, and rho can be calculated by hand or what is the rule of calculation?
2- what is the meaning of each of them, how I can interpret them? and is their meaning differ between fixed effect or random effect?
3- are there any conditions of them to be considered when running regression?
Related Posts with sigma u, sigma e, and rho in panel model
Extension of maximum number of variables by "maxvar" is not possible:I have Stata 15 with a Stata/SE license. So extension of memory space should be possible. However us…
Transforming data in a Correlation MatrixDear all, I'm having a 410x410 correlation matrix, which looks like this A B C D A 1 0.1 0.2 …
How to test moderating effect in time series analysis?Hi all, I am beginner in analyzing data with STATA. I have some problem to choose the suitable meth…
Multiple loop commands into one, "program error: code follows on the same line as open brace”Hi everyone, I have a panel data set that consists of portfolio weights of 25 different currencies …
wanted = 1 if cumulative 15 trading days of risk = 1Dear All, I found this question here https://bbs.pinggu.org/thread-7813996-1-1.html。The data set is …
Subscribe to:
Post Comments (Atom)
0 Response to sigma u, sigma e, and rho in panel model
Post a Comment