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by Whitefeather
Sun May 04, 2014 12:49 pm
Forum: Econometric Discussions
Topic: Which tests are suitable for OLM?
Replies: 0
Views: 2163

Which tests are suitable for OLM?

Hello Econometricians! We are trying to check how much of the credit ratings (divided into four groups) that can be explained by 11 financial ratios. We have run a Ordered Logit Regression and now have two questions. 1. Now we want to do statistical tests and have tested for multicollniearity and ar...
by Whitefeather
Wed Apr 23, 2014 2:16 am
Forum: Econometric Discussions
Topic: Multiple Ordered log. goodness of fit=R^2 (linear)?
Replies: 0
Views: 2139

Multiple Ordered log. goodness of fit=R^2 (linear)?

Hi, I'm really thankful for help! We have done a Multiple Ordered (Logit) Regression trying to "predict/explain" the bond ratings from the public available financial ratios (earlier done by Ogden et al, 2003 and Körs, 2012). We have now gotten a result that we are having trouble interpreti...
by Whitefeather
Fri Apr 18, 2014 9:23 am
Forum: Estimation
Topic: MLE or NLS in Multiple Ordered Regression
Replies: 0
Views: 3046

MLE or NLS in Multiple Ordered Regression

Hi, I'm writing my bachelor thesis together with two lovely girls at Lunds University. It's regarding credit ratings and am now trying to learn some econometrics. We need to do a Multiple Ordered Regression and for me to understand what the computer really does I need to know if Eviews8 uses NLS (No...

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