Search found 35 matches

by bibimiwi
Wed May 07, 2014 4:15 am
Forum: Econometric Discussions
Topic: Multicollinearity
Replies: 23
Views: 16713

Re: Multicollinearity

As no one seems to know an answer to my problem, let me ask a different question. If I m looking at the school size and the estimation of the probit model gives me a coefficient of -2.7 and a p-value of 0.45.... does this mean, that the school size in general does not matter (meaning bigger schools ...
by bibimiwi
Mon May 05, 2014 7:49 am
Forum: Estimation
Topic: T-Test
Replies: 3
Views: 4149

Re: T-Test

Thank you!
The mean test EViews offers is the oridinary t-test I am searching for, right?
by bibimiwi
Sun May 04, 2014 12:10 pm
Forum: Econometric Discussions
Topic: why does adjusted R-squared gets smaller?
Replies: 1
Views: 2629

why does adjusted R-squared gets smaller?

Hello, I have got a question concerning the adjusted R-squared. I estimated an OLS model using X1 X2 D1 D2 as explanatory variables. D1 and D2 are dummy variables. For this model I get an adjusted R-squared of 0.13. Then I wanted to specify my model and introduced X1D1 and X2D2. Now my adjusted R-sq...
by bibimiwi
Sun May 04, 2014 6:31 am
Forum: Estimation
Topic: T-Test
Replies: 3
Views: 4149

T-Test

Hello,

is it possible to compute a t-test in EViews if the two samples do not have an equal number of obervations?
I want to use the Mean-Test for this purpose.

Thank you very much.
by bibimiwi
Sat May 03, 2014 2:20 pm
Forum: Econometric Discussions
Topic: Multicollinearity
Replies: 23
Views: 16713

Re: Multicollinearity

I have another question regarding this subject. I am looking at data from different schools and want to analyze when an incident occurs. Firtst i wanted to check, whether the size of the schools plays a role. The variable was negative and highly significant. Therefore this means: the smaller the sch...
by bibimiwi
Sat May 03, 2014 12:46 pm
Forum: Econometric Discussions
Topic: Multicollinearity
Replies: 23
Views: 16713

Re: Multicollinearity

Thank you very much for all of your help!!!
by bibimiwi
Sat May 03, 2014 12:32 pm
Forum: Econometric Discussions
Topic: Multicollinearity
Replies: 23
Views: 16713

Re: Multicollinearity

Can I ask another question? I don't know who else to ask. It is again something concerning dummy variables. When I only include the variable D1 in my equation this variable is highly signifikant. Then i want to perform an interaction with this dummy D1X1). I left the dummy variable in, as you recomm...
by bibimiwi
Sat May 03, 2014 10:56 am
Forum: Econometric Discussions
Topic: Multicollinearity
Replies: 23
Views: 16713

Re: Multicollinearity

No, i did not find anything like that :(
by bibimiwi
Sat May 03, 2014 10:29 am
Forum: Econometric Discussions
Topic: Multicollinearity
Replies: 23
Views: 16713

Re: Multicollinearity

What exactly do you mean by data error?
by bibimiwi
Sat May 03, 2014 8:16 am
Forum: Econometric Discussions
Topic: Multicollinearity
Replies: 23
Views: 16713

Re: Multicollinearity

Can this be the case if a sample selecion bias occured? Because I do estimate an inverse Mill-Ratio of -0.09 at a 10% significance level
by bibimiwi
Sat May 03, 2014 8:06 am
Forum: Econometric Discussions
Topic: Multicollinearity
Replies: 23
Views: 16713

Re: Multicollinearity

the dependet variable is a dummy and the explanatory variable is measured in Million Euro
by bibimiwi
Sat May 03, 2014 7:50 am
Forum: Econometric Discussions
Topic: Multicollinearity
Replies: 23
Views: 16713

Re: Multicollinearity

I do have a compeltely other question..
Is a coefficient of -3.18E-10 with a highly significant p-value worth mentioning? I am not sure beacuse the coefficient is so small, but on the other hand this coefficient does not represent a marginal effect...
by bibimiwi
Fri May 02, 2014 10:26 am
Forum: Econometric Discussions
Topic: Multicollinearity
Replies: 23
Views: 16713

Re: Multicollinearity

I am sorry that I can't upload my workfiles, but they are simply to huge! I made sure, that no obeservation is missing! But I figured out that my one dummy variable is only represented twice among over 400 other observations. Can this be the problem? But if it is, I wondern why eviews is able to run...
by bibimiwi
Fri May 02, 2014 9:48 am
Forum: Econometric Discussions
Topic: Multicollinearity
Replies: 23
Views: 16713

Re: Multicollinearity

You should check whether the different dependent variables have different sets of valid observations.
What do you mean by different sets of valid obervations?
by bibimiwi
Fri May 02, 2014 9:33 am
Forum: Econometric Discussions
Topic: Multicollinearity
Replies: 23
Views: 16713

Re: Multicollinearity

Ok that helps! But now I do have the case, where I left all of my original explanatory variables in and only added my interactions. Eviews can't run the regression and gives me the Error Message: "Triangular matrix too small or source Matrix asymmetric". If I leave the dummy coefficients o...

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