58714668 (fraction of variance due to u_i)Ĭross-sectional time-series FGLS regressionĮstimated covariances = 1 Number of obs = 28,534Įstimated autocorrelations = 0 Number of groups = 4,711Įstimated coefficients = 3 Obs per group: Group variable: idcode Number of groups = 4,711Ĭorr(u_i, X) = 0 (assumed) Prob > chi2 = 0.0000 Random-effects GLS regression Number of obs = 28,534 Some help would be greatly appreciated, as I am new to panel data analysis. Similarly, I've done a Breusch-Pagan test for heteroskedasticity before, but never on panel data, is this suitable for panel data? I this also suitable for panel data? And how would I perform this test for panel data? I've done a Breusch-Godfrey test for serial correlation before but not on a panel dataset, just on time series. I would like to manually run tests for serial correlation and heteroskedasticity. I've already read this but that is not entirely what I am looking for as it is unclear to me what is exactly happening. Now I was wondering how I should go about testing for serialcorrelation and heteroskedasticity. And several explanatory variables: Board Characteristics for each bank. I've got a dependent variable: Default risk. On average there is about 8.5 years of data available per bank. I've got a panel data set with 200 banks, with data from 2002-2016 with varying degrees of data availability.
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