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Re: st: RE: How is pooled OLS corrected for heteroschedasticity different from the FE model?
From
Sami Alameen <[email protected]>
To
[email protected]
Subject
Re: st: RE: How is pooled OLS corrected for heteroschedasticity different from the FE model?
Date
Wed, 28 Sep 2011 00:13:29 +0300
In pooled ols we assume the average expected value of dependent
variable is same for all panels, that the have the same constant, then
using robust SE corrects for varied dispersion of the errors only.
But FE we assume that there differences b/n the panels with regard to
the expected average value of the dependent variables and expect the
intercepts to be different among panels.
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