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How Can I Run a Panel Regression in Mathematica

Posted 9 years ago

Anyone know how to set up a panel regression (cross-section, time series) in Mathematica? I'm guessing it has a lot to do with specifying the design matrix, something I have not yet tinkered with. Any tips or an example would be much appreciated.

Gregory

POSTED BY: Gregory Lypny
5 Replies
Posted 8 years ago

Hi Andrew,

My pleasure, but I won't be messing with it for a while as I have a big data collection job to do right now.

Gregory

POSTED BY: Gregory Lypny

Hey no problem. I'll check back every week and see if you had some time to help me out. I really appreciate anything you can give me and even the response is much appreciated.

Good luck with your project.

Posted 8 years ago

Hello Andrew,

I'm afraid not. But it shouldn't be too hard to program a number of panel regression models from first principles. I just wanted to avoid reinventing the wheel if at least one was out there that I could build upon.

Gregory

POSTED BY: Gregory Lypny

Do you think you could share how you might accomplish this? If you have any kind of generic code I could learn from that. I am not too great of a programmer and do not really know where to start. I am more of a statistical researcher.

Did anyone get back to you about this?

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