MEANGROUP: RATS procedure to perform mean group estimator for panel data

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

Abstract: Estimates a regression on panel data with a simple weighted average of the coefficient vectors. The related SWAMY procedure uses a precision-weighted average.

Language: RATS
Requires: RATS 5.10
Keywords: Mean; group; estimation (search for similar items in EconPapers)
Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
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https://www.estima.com/procs_perl/meangroup.src (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:rts00124

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