Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

RE: st: OLS pooled regression


From   Erhan Kilincarslan <erhan_kilincarslan@msn.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: OLS pooled regression
Date   Wed, 11 Jul 2012 21:30:27 +0100

Thanks Karen. 
I set my basic model as follows; Y x l.y ..N= 875 and T=11 years. It s unbalanced data set. I run OLS pooled and have some normality and linearity problems. Then, I run FE and RE. FE overruled both OLS and RE. But as I included lagged dependent variable, and it is the case of large N small T, it has got some endogeneity related issues, right? Then, I tired dynamic model, namely xtabond. Then, it gave more or less the same result with FE and I think it got some autocorrelation problems etc.. So, should I  go for RE? Also, if OLS has normality and linearity problems, then running FE or RE sort out that problems or not? 
Best 
Erhan 

----------------------------------------
> Subject: Re: st: OLS pooled regression
> From: mathkaren@me.com
> Date: Wed, 11 Jul 2012 13:03:27 -0700
> To: statalist@hsphsun2.harvard.edu
>
> I will suggest run GLS first, but can you provide more information about your settings?
>
> Best regards,
>
> Karen
> On Jul 11, 2012, at 12:59 PM, Erhan Kilincarslan wrote:
>
> > It seems like I have normality and linearity issues with my OLS pooled regression results. So, what should I do? Should I run Fixed Effects or Random Effects instead? If I do, then would I be sorting out normality and linearity problems?
> > *
> > * For searches and help try:
> > * http://www.stata.com/help.cgi?search
> > * http://www.stata.com/support/statalist/faq
> > * http://www.ats.ucla.edu/stat/stata/
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
 		 	   		  
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index