Re: panel data - fixed effects

I've been playing with some regressions
The sample is 500 listed firms in Malaysia.
I'm using MV/BV as a performance measure and various variables such as
ownership structure, log of sales etc etc.

Someone has suggested I use panel data - fixed effects method

Is this referring to pooled data? Do I pool my data over a number of years
rather than each individual year?

I gather that fixed effects is using dummy variables. What variables might I
use as dummy variables?

Can you point me in the right direction. I've about a half a dozen books on
my desk on stats and econometrics and none give me clear guidance

Many thanks
Mark




=================================================================
Instructions for joining and leaving this list, remarks about the
problem of INAPPROPRIATE MESSAGES, and archives are available at
                  http://jse.stat.ncsu.edu/
=================================================================

Reply via email to