I've watched many channels and videos and for Econometric topic, you are the best ever in RU-vid. I don’t know Urdu but sometimes i watch your urdu lectures too!
I really appreciate your good effort to explain econometrics in an easy and understandable way. My suggestion, it would be better if you put your series of lecture videos in different headings playlists like Econometric Data Learning, Econometric Model learning, etc. It will be very easy for viewers to in a better way. They can add playlists on the youtube library.
Thank you so much, Sir ❣️ Your explanation was so easy to understand & Your videos on panel data really helped me to do my thesis analysis. Love from Bangladesh ❣️
Dear Dr Tehseen Jawaid, thank you sharing wonderful lessons via RU-vid. I have been greatly benefiting from your posts. Would you please bring us Moderation Regression in Panel Data with Eviews? Thank you
Please guide how to write equation in Eviews when we have multiple dependent variables or dependent variable having multiple constructs? hope to get the answer as early as possible for you. do share if there is any video handling this kind of data. best regards.
Excellent Job. Does normality test works properly in case of Panel data like Jerque Bera Test which proves that residuals are normally distributed or not? Heard that in large size data specially Panel type it doesnt give right decision?
Very good video sir. Thank you Need your help, My research topic is impact of dividend policy and profitability on share prices. I have taken 29 nonfinancial companies for 10 years time span. I ran simple OLS model in E-View 12 Student Version. But, I faced the problem of positive autocorrelation. I also applied panel data analysis - Pooled OLS, Fixed Effect, Random Effect Model. Is it require to fulfill the assumptions i. e. Normality of Residuals, Homoskedasticy of Residuals, No Autocorrelation, No Multicollinearity? E-View doesn't allow diagnostic tests in Panel Data analysis. I have no much idea about analysis and econometrics. Guide me. So, I can complete my multiple linear regression analysis. Thank you in Advance.
Sir, thanks for this very informative video. Incase Fixed Effect model is applied on the basis of hausman test and results of Fixed Effect shows that F statistics is not significant, then what to do ? As insignificant F statistics depicts that Model is not fit.
Sir, thanks for letting us understand all these concepts in simple way. However when I tried to test whether pls is better or ref or fe . I could not be able to estimate PG lm test in eview 10. Can you please help and guide me that why I couldn't get PG lm test values by following same procedure as told by you.
Sir i have a doubt. Your video on panel data analysis was very helpful for me. Can I do panel data analysis of all variables like fixed effect or random effects model and at the same time do a mediation analysis in a manuscript. Kindly clarify sir
What if both time and cross section of Breusch-Pagan test are both 0.000 which means accepting H1 and go for FEM/REM? when we want to proceed in eviews should we have to them both as Random?
Really appreciate your efforts Sir, this is the best video on Panel regression implementation. I have a query Sir, can we follow the same steps in gretl too?
AoA Sir i have 116 companies for the period of 2011 to 2021. And just using the data of Pakistan. Kindly tell me either this data are panel, Cross sectional or time series.
Very nice session sir ...but when I m doing random effect model then it's showing a msg that near singular matrix in computation of swamy-arora RE component variances for estimate of RE Innovation Variance....will u pls guide me on that
Hi it says ''not available with this estimation method'' when I try to to Breusch- Pagan Test after I did the POLS regression. Why is that so? Thank you
Thus, now for Random effect, it's not taking both random, in the estimation method selection, how to tackle this. As the method is, i ran POLS, Breusch-pagan test , both cross section as well as period p-values are significant. Thus, now for Random effect, it's not taking both random, in the estimation method selection, how to tackle this. if just taken RANDOM, for cross section alone and similarly for period, will it be wrong? what can be the implication? plz guide.
Dr. if both TIME and CROSS SECTION in BREUSCH-PAGAN test are less than 0.05 (significant) does that means it will be two way RANDOM or FIXED effect model? does that means CROSS SECTION and TIME must be the same? or they can be different in this case? thank you Dr. so much
Sir, is there any test to know POLS is better or Fixed effect is better in E-Views, as F-Chow test is there is STATA but I am not aware about the same in E-Views.
Thank you for the Statistically significant method of explanation LOL. I have a question, what if I have 8,9,10 variables, with 47 countries what would be the alternative of using dummy variables technique ?
Dr. what if PLOS showed 1-2 insignificant variables showed we first delete them and then continue ? or continue without deleting any variables ? thank you in advanced.
If results show that variables are insignificant with all other robust tests, it will be considered as research output. These findings lead to your recommendations of your research.
Here, all the variable scored less than 0.05, what would happen if not all variable score less than 0.05? For example: in POLS: among the independent variables (net profit,roa, crar, loan to asset ratio), roa had a score of 0.0236, all other were 56%, 65%, 57%. What to do in this case?
Hloo sir... I am a MBA banking and finance student, studing in uk... I am in the part of project my topic is impact of digitalization on banks in uk.... When i select this topic i wish to do this only on theoretic but, when i approach to supervision who ask me to do by panal analysis, actually i am un aware of this. I don't know how to select variables.... Please help me sir....
Sir.. When I ran Hausman test.. An error message appears "insufficient number of common coefficients to test" Kindly let me know the reason and solution of the above error.. Thanks..
In my regression model, 3 independent variables are binary and the other one is fraction. After running regression of my panel data, Eviews shows "Near Singular Matrix Error". What is near Singular Matrix Error?
Sir i have a doubt. I did analysis on many independent variables with one mediating variable in STATA using the med sem package. When I try to do it's showing error. Kindly suggest what to do
For my data, both Cross-section and Time were significant in Breusch-Pagan test. To conduct random effect, before doing Hausman test, should I set both cross-section and time to random effect? How do I proceed from here? Thanks for your help.
Dear sir to confirm panel least square method when we go for bruesch pagan test the system shows error message as a final result " not available with this estimation model" . Plz any suggestion to resolve this issue of pagan test
@@TJAcademyofficial Thanks sir but is there an other alternative method to run Bruesch pagan test... Sir Your cooperation in this regard will be praised ever
MashAllah, Good work, keep it up. when i am applying REM -LM on mine data, i am receiving a message i.e. not available with this estimation method. Any solution or idea why this is appearing.
I tried to Apply Breusch-Pagan test but when I do that, there is a Error Message that: "Not available with this estimate method" I don't know why, can u help me please
Thank you for your message. First you have to create work file for panel data. How it is done? Plz find the video below: ru-vid.com/video/%D0%B2%D0%B8%D0%B4%D0%B5%D0%BE-44Pjed8CkB0.html
I really like the way you explain the complexities into simplicity. Thank you very much. Before asking you something, it is requested to please make the video on PSM (Propensity Score Matching) as well. Question: I am confused on one thing, and I need further clarity in the previous lecture ru-vid.com/video/%D0%B2%D0%B8%D0%B4%D0%B5%D0%BE-eJ55gvp3S5E.html you have cleared the difference between FE and RE, fixed is for population and random is for sample, but here in this video you are saying that we have to decide on the basis of tests either we should use FE or RE. Kindly elaborate.
Thank you for your appreciation. If u take data from all major firms only of the stock market then you can analyse the stock market movement even if you did not take data of all the firms. It means behaviour of selected firms can represent all firms. This is analysed by the Hausman test. If selected firms are enough to analyse then hausman say go to FEM. I hope you got it.
Thank you for your message. First, enter panel data in EViews. For this, plz find the link below then you will see the required option. ru-vid.com/video/%D0%B2%D0%B8%D0%B4%D0%B5%D0%BE-44Pjed8CkB0.html
@@TJAcademyofficial Sir I have applied the same procedure in the E-views 10, but while applying the Lagrange Multiplier Test after implementing the POLS, m got the error message: Not available with this estimation method. How to resolve this issue?
