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ek mike khareed lo Dr Saab, voice clarity must be enhanced

Thanks

thank you po

i just came here from the web page to thank you ...great point-to-point information....sidhi bat no bkwas thanks buddy

Thank you so much, I'm using stata for my final year dissertation and have been trying to work out how to do this for so long. Great content!

V nyc exp

Thank you, Doctor.

Thankyou sir

Thank you sir

Hi, I have 2 dependent variables that I want to test separately, Can I run the Hausman test for both of them separately?

The Hausman Test tells me to use the fixed effect model, but when I use it, STATA omits my dummy variables in the result. "Omitted because of collinearity" What can I do now?

Thanks alot.

Thanks friend

2:35 does this create a copy of the pdf file in the zotero folder? thanks

Before every exam I'm here, thank you :(

Teacher we all needed🫡

sir please show how to extract data for daily stock prices and volume data for the 50 companies of nifty 50

What is b, B coefficient in table?

Thanks for this great video. Can I do boostrap with data of only 2 observations? Does it give any added information

ppt

hi sir , where can I find access to such data file ? thanks

should i include time fixed effects when testing?

When I try to repeat the countries using "countryname_panel=c() for (i in 1:42) { x=rep(countryvec[i], 17) countryname_panel=append(countryname_panel,x) } I get: "Error in `countryvec2[i]`: ! Can't subset columns past the end. ℹ Location 2 doesn't exist. ℹ There is only 1 column. Run `rlang::last_trace()` to see where the error occurred" Anyone knows why?

where can one get such data file that you have used above pls? merci

Sir, I am doing tye Multicollinearity for bmi variables being index, weight gender and hight. When i run an equation it shows error for gender. When I cut it, hight and weight comes no Multicollinear. What do I do? I need to show Multicollinearity first and then remove it

Thanks a lot. it's really well explained.

Professor, I am doing a test between the Brazilian public deficit and inflation in a certain period of time, using the adf test, both series were stationary applying the 3 difference, can I apply the Granger test on the 3 difference or will I have bad results? (my F statistic was very low 0.3389 and 3.5985)

Professor, I am carrying out the test for a time series, I obtained that the null hypothesis would be rejected for the models with intercept and without intercept and constant at a significance level of 0.05 however for the model with intercept and constant the hypothesis is rejected however With a significance level of 0.1, does this make my series non-stationary? this is all in first difference, I am performing the adf test to apply the Granger test later

Thanks for this informative video. Do we need to check normality for panel data models also?

Use mike,audio is very low

please also mention how to interpret the test results based on the test statistics found

I have some specific questions: (1) If the Hausman test favors the RE model over the FE model, can I still proceed with using the FE model? (It is because in the management field, considering that FE is more prevalent in research papers.) Is the Hausman test an absolute criterion? (2) I am using a two-way model with i.time and i.industry. Can both FE and RE models be applied in this case, or is only FE suitable? (3) In one of your RUclips videos, you mentioned that when time-invariant variables (e.g., gender) are included, the RE model [(cov(z_i, u_i) ≠ 0)] instead of FE model [(cov(z_i, u_i) = 0)] is more likely to be preferred. In my case, the independent variables consist of "diversity" measured by gender, age, and education level. As age is a time-variant variable, would it still be appropriate to favor the RE model? (4) The secondary panel data includes industry classifications with 2-digit and 3-digit numbers. When conducting research with industry as a factor, is there a preference for using 2-digit or 3-digit numbers? Or is it at the discretion of the researcher? (It is because there is limited specific explanation in previous studies). I have reached out to the authors, but they used different industry numbers in each case. Thank you. I am looking forward your response for my question. Sincerely, James

It is very helpful sir

Hi, I would like to seek for help here... How should I interpret the result if I didn't get any value (the value shows NA) in my output? 1 IV and 1 DV, sample size is 6. I had follow the steps on the video, but still failed to get the result😢Appreciate to anyone who can answer my question🙏

Sir what does the t value signifies?

Iam Abbishek pursuing final year in Ramaiah University of Applied Sciences ...for me impact of day of the week effect in Indian stock market project what are all the variables in this project and how to start can u please teach me

Is it necessary to have the same number of observations for every variable to find the correlation?

thanks but do you have this iN eVIEWS

How to create this dataset?? I have data in excel with Year and month as rows and the precipitation data is under months as column wise.. I need to transform data as ts.. Can you please share how to do it

Sir can you provide some more videos on different anomalies in r studio

My prob > chi2 = 0.0010. Is is then still the fixed effect model?

hi. thank you

Thank you One doubt is that, How can we generate data sets of same dstn including a categorical variable.

thank you friend.

Your videos are really helpful sir! Thanks

Apne ye graff kaise bnaye

Please share your datasets

It was helpful. Thank you❤

Super video

Starting se btao ye value kaha se aayi