@MEANSGROUP is a procedure for pooled mean group estimation for panel data. Pooled mean group estimates the coefficient vector of the regression by an equally-weighted average of the individual estimates. @SWAMY is a similar procedure, but does the Swamy random coefficients GLS estimator.
Detailed description
MEANGROUP—Pooled Mean Group Estimation for Panel Data
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TomDoan
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MEANGROUP—Pooled Mean Group Estimation for Panel Data
Last bumped by TomDoan on Thu Apr 12, 2018 2:17 pm.