| POOL The
POOL command does Pooled Cross Section - Time Series estimation
under certain model specifications and conditions.
In general, the format is:
POOL depvar indeps / options NC=
The available options are:
| Option |
Description |
|
AR1
|
Estimate with AR(1) errors.
|
|
CORCOEF
|
Estimates rho using the correlation coefficient form to confine the estimate of rho to [-1 , +1].
|
|
DN
|
Uses a divisor of T instead of T-K for the PHI matrix.
|
|
FIXED
|
Estimates a fixed effects model.
|
|
FULL
|
Estimates the full cross-sectionally correlated and and time wise autoregressive model.
|
|
HETCOV
|
Pooled OLS estimation with "Panel Corrected Standard Errors" (PCSE).
|
|
MULSIGSQ
|
Multiplies Covariance Matrix by Sigma**2. Use NOMULSIGSQ to turn this off.
|
|
OLS
|
Estimate by OLS.
|
|
SAME
|
Forces all values of rho to be equal for each of the cross-sections.
|
|
CONV=
|
Convergence criteria when ITER= is used.
|
|
CSINDEX=
|
Specifies a variable that contains the cross-section identifier for each observation.
|
|
ITER=
|
Maximum number of iterations.
|
|
NCROSS=
|
Specifies the number of cross-sections in the data.
|
|
NTIME=
|
Specifies the number of time periods in the data.
|
|
RHO=
|
Specifies a value of rho to use instead of the estimated values.
|
Other available options are:
ANOVA, DLAG, DUMP, GF, LININV, LINLOG, LIST, LOGINV, LOGLIN,
LOGLOG, MAX, NOCONSTANT, PCOR, PCOV, RESTRICT, RSTAT, BEG=, END=, COEF=, COV=, PREDICT=,
RESID=, STDERR= and
TRATIO= as defined for OLS
and BLUP and UT as for
GLS.
The available temporary variables on the POOL command are:
$ANF, $DF, $ERR, $DW, $K, $LLF, $N, $R2, $R2OP, $RAW, $RHO, $SIG2,
$SSE, $SSR, $SST, $ZANF, $ZDF, $ZSSR, $ZSST. |