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
Did anyone get back to you about this?
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
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.
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
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.