Search found 5 matches

by axiom
Mon Nov 18, 2013 3:27 pm
Forum: Econometric Discussions
Topic: Refining my model and Serial Correlation
Replies: 0
Views: 845

Refining my model and Serial Correlation

I'm modeling national GDP, and I have maybe 2 dozen different X variables. As I refine the model (add appropriate lags to variables, etc...) my R-squared, regression errors, and Akaike and Schwarz all get better.... but my serial correlation seems to always get worse, according to my DW. My DW hangs...
by axiom
Mon Nov 18, 2013 2:55 pm
Forum: Econometric Discussions
Topic: Laspeyres, Paasche and Fisher indices
Replies: 1
Views: 1310

Re: Laspeyres, Paasche and Fisher indices

Bump.

Interested in this as well.
by axiom
Mon Sep 16, 2013 9:45 pm
Forum: Econometric Discussions
Topic: Scaling and Trending Variables
Replies: 0
Views: 880

Scaling and Trending Variables

Let's suppose our Y variable is GDP for some country. Let's say our sample is from 1950 to 2000. We have X variables like interest rate (X1), unemployment (X2), and disposable income (X3). If we put these into a standard OLS regression we will get some coefficients for interest rate, unemployment an...
by axiom
Sun Jun 30, 2013 6:17 pm
Forum: General Information and Tips and Tricks
Topic: Anti-logs
Replies: 3
Views: 4595

Re: Anti-logs

Yes, it has to do with the @exp function. Let me be more specific. I used the following command, ls carsreal c persdispinc/cpi cpiautos/cpi intrate unemprate , to get the output below: linear.png [img] Note the following from the output above: Adjusted R-squared 0.930680 S.E. of regression 2041.876 ...
by axiom
Sat Jun 29, 2013 8:03 pm
Forum: General Information and Tips and Tricks
Topic: Anti-logs
Replies: 3
Views: 4595

Anti-logs

I want to anti-log an equation (it is in a double-log specification) so that I can compare it with its linear specification equivalent equation (I want to compare goodness of fit for alternative specifications of dependent variable). Is there a simple way of doing this? I tried using an example that...

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