between Estimation for Panel Data
res=pbetween1(y,index,x,z)
* y = a (nobs x 1) vector of endogenous variable
* index = a (nobs x 1) index vector that identifies each observation with an individual
e.g. 1 (first 2 observations for individual # 1)
1
2 (next 1 observation for individual # 2)
3 (next 3 observations for individual # 3)
3
3
* x = matrix of exogenous variables
* z = optional matrix of exogenous variables, dummy variables.
* res = a results tlist with:
- res('meth') ='panel between'
- res('y') = y data vector
- res('x') = x data matrix
- res('nobs') = nobs
- res('nvar') = nvars
- res('beta') = bhat
- res('yhat') = yhat
- res('resid') = residuals
- res('vcovar') = estimated variance-covariance matrix of beta
- res('sige') = estimated variance of the residuals
- res('sige') = estimated variance of the residuals
- res('ser') = standard error of the regression
- res('tstat') = t-stats
- res('pvalue') = pvalue of the betas
- res('condindex') = multicolinearity cond index
- res('prescte') = boolean indicating the presence or absence of a constant in the regression
- res('rsqr') = rsquared
- res('rbar') = rbar-squared
- res('f') = F-stat for the nullity of coefficients other than the constant
- res('pvaluef') = its significance level
load(GROCERDIR+'/data\judgepanel.dat') ; res=pbetween1(judgepanel('x')(:,1),judgepanel('id'),[judgepanel('x')(:,2) 0*judgepanel('x')(:,1)+1]) // provides the between estimation on Judge panel data, taking directly the matrices in the panel tlist | ![]() | ![]() |