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

Author

Listed:
  • Tom Doan

    (Estima)

Programming Language

RATS

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.

Suggested Citation

  • Tom Doan, "undated". "MEANGROUP: RATS procedure to perform mean group estimator for panel data," Statistical Software Components RTS00124, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:rts00124
    Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
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    File URL: https://www.estima.com/procs_perl/meangroup.src
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    More about this item

    Keywords

    Mean group estimation; RATS;

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