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/ =================================================================