SHAZAM Questions and Answers (Q&A) - RSS feedhttp://community.econometrics.com/questions/SHAZAM Econometrics, Statistics and Analytics Communityen<font color="white">Copyright <b>SHAZAM Analytics, 2018</b></font>Sat, 15 Feb 2014 01:24:54 +0000F Tests and Pooled Cross Section Time Serieshttp://community.econometrics.com/question/443/f-tests-and-pooled-cross-section-time-series/helo, i am kamal fachrurrozi, student of Economic Faculty, Universitas Syiah Kuala
i wana ask about command pool in shazam 10.1
before using model pool there is a 3 test to choice them.
1. Chow test (F-statistic)
2. Hausman test
3. LM test (Lagrange Multiplier)
to get model like random, common and fixed,
nah, i need help how to command that 3 test, because i cant find any clue in HELP(resource).
thanks for your help.
KamalSat, 15 Feb 2014 01:24:54 +0000http://community.econometrics.com/question/443/Hypothesis Tests with pooled regressionhttp://community.econometrics.com/question/257/hypothesis-tests-with-pooled-regression/I am trying to conduct a joint hypothesis test on parameters from a pooled regression
(with PCSE and AR1 correction). One regression is restricted to have fewer variables (i.e. some Betas set = 0). The log likelihood function for the the restricted model is larger than the restricted model. The unrestricted model has 2 vectors of explanatory variables X1 and X2 and the restriced model just has vector X1. Shouldn't the log likelihood of the unrestricted model be larger? What am I missing here?geofWed, 17 Apr 2013 22:39:20 +0000http://community.econometrics.com/question/257/Static Panel Data with identical cross section variableshttp://community.econometrics.com/question/207/static-panel-data-with-identical-cross-section-variables/Hi all,
I am doing a static panel analysis: four independent variables, seven cross sections and a time span of 13 years. I want to include a variable (exchange rate) which varies over time **but** is **identical** (has the same value) for each cross section. Question: Is it possible to use an independent variable in the regression which has an identical value-sequence for all cross section members?
Regards,
P
PanteraWed, 08 Jun 2011 12:12:44 +0000http://community.econometrics.com/question/207/