Search found 35 matches
- 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 ...
- 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?
The mean test EViews offers is the oridinary t-test I am searching for, right?
- 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...
- 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.
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.
- 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...
- 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!!!
- 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...
- 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 :(
- 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?
- 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
- 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
- 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...
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...
- 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...
- Fri May 02, 2014 9:48 am
- Forum: Econometric Discussions
- Topic: Multicollinearity
- Replies: 23
- Views: 16713
Re: Multicollinearity
What do you mean by different sets of valid obervations?You should check whether the different dependent variables have different sets of valid observations.
- 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...
