[Limdep Nlogit List] Panel Analysis _Help please?

Richard Hofler rhofler at bus.ucf.edu
Wed Feb 22 00:46:16 EST 2006

An early reference  to the saved results in the v8 manual is on p. E8-18 in the chap. about Linear Models for Panel data. The matrix b saves the FGLS estimates of the random effects unless your command includes :Fixed. Plus, the matrix alpha contains estimates of the 1st 4000 fixed effects.


From: limdep-bounces at limdep.itls.usyd.edu.au on behalf of Laurence Lester
Sent: Tue 2/21/2006 4:30 AM
To: Limdep and Nlogit Mailing List
Subject: [Limdep Nlogit List] Panel Analysis _Help please?

I am using a fixed effects Panel model on gamblers data. Unbalance with
1) In the fixed model, time invariants 'fall out'. Specifically gender and
problem or recreational gamblers. Am I right in saying that such time invariant
attriutes are 'captured' the Alpha i's?

2) I have added time effects and it is significant. Could this be telling me
that the refreshment individuals may not be from the same population?

3) Could somebody PLEASE tell me where in the limdep manual (v8 if possible but
inf not v6 or v7) I can find some informatin on the contents of the saved
matrices. Specifically: Beta_i and Slopes. I am sure I have seen it but now
cant find it.

Any help would help.

NILS, Flinders University, Adelaide, SA

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