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Download EViews 7 User's Guide II
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594—Chapter 35. Pooled Time Series, Cross-Section Data Dependent Variable: I? Method: Pooled Least Squares Date: 12/03/03 Time: 12:21 Sample: 1935 1954 Included observations: 20 Number of cross-sections used: 10 Total pool (balanced) observations: 200 Variable Coefficient Std. Error t-Statistic Prob. C F? K? Fixed Effects (Cross) AR--C CH--C DM--C GE--C GM--C GY--C IB--C UO--C US--C WH--C -58.74394 0.110124 0.310065 12.45369 0.011857 0.017355 -4.716990 9.287901 17.86656 0.0000 0.0000 0.0000 -55.87287 30.93464 52.17610 -176.8279 -11.55278 -28.47833 35.58264 -7.809534 160.6498 1.198282 EViews displays both the estimates of the coefficients and the fixed effects. Note that EViews automatically includes a constant term so that the fixed effects estimates sum to zero and should be interpreted as deviations from an overall mean. Note also that the estimates of the fixed effects do not have reported standard errors since EViews treats them as nuisance parameters for the purposes of estimation. If you wish to compute standard errors for the cross-section effects, you may estimate a model without a constant and explicitly enter the C in the Cross-section specific coefficients edit field. The bottom portion of the output displays the effects specification and summary statistics for the estimated model.
