Search found 8 matches

by quoctruongphan
Mon Jul 07, 2014 7:24 am
Forum: Estimation
Topic: Different result Eviews vs Excel
Replies: 4
Views: 5591

Re: Different result Eviews vs Excel

1. You have no constant. R^2 can go negative if you have no constant. 2. Without knowing how Excel calculates R^2 in the no-constant model, it is hard to know how they are differing. 3. You can specify an equation with fixed effects without a constant, but EViews will add it in for you. 4. Use the ...
by quoctruongphan
Sat Jul 05, 2014 4:03 am
Forum: Estimation
Topic: Different result Eviews vs Excel
Replies: 4
Views: 5591

Re: Different result Eviews vs Excel

Hope someone can help this topic,
Many thanks
by quoctruongphan
Fri Jul 04, 2014 8:30 am
Forum: Estimation
Topic: Different result Eviews vs Excel
Replies: 4
Views: 5591

Different result Eviews vs Excel

Hello, I am running a panel regression, the R^2 between Eviews and Excel is kind of different. R^2 Eviews: -0.033164 R^2 Excel: 0.184428 To my knowledge, SST=SSR+SSE and all these value are positive. Two questions here is: 1. Why R^2 in Eviews could be negative? 2. Why there is such different betwee...
by quoctruongphan
Sun Jun 29, 2014 2:45 pm
Forum: Econometric Discussions
Topic: Similar regression but different R^2
Replies: 5
Views: 4435

Re: Similar regression but different R^2

R^2 is a statistic based, in part, on the values of the dependent variable. Your two equations have very different dependent variables, in completely different scales. It is not surprising that R^2 is different. I guess the question is - why would you expect them to not be different? Do you expect ...
by quoctruongphan
Sat Jun 28, 2014 3:58 pm
Forum: Econometric Discussions
Topic: Similar regression but different R^2
Replies: 5
Views: 4435

Re: Similar regression but different R^2

The R2 is respect to the variable on the LHS of the equation, which is different in your two examples.
Thank you for your answer, still I am not very clear about this. Can you explain in detail?
Many thanks
by quoctruongphan
Sat Jun 28, 2014 5:59 am
Forum: Econometric Discussions
Topic: Similar regression but different R^2
Replies: 5
Views: 4435

Re: Similar regression but different R^2

Hello, I move this topic up hoping that someone can help me with this problem
by quoctruongphan
Fri Jun 27, 2014 10:56 am
Forum: Econometric Discussions
Topic: Similar regression but different R^2
Replies: 5
Views: 4435

Similar regression but different R^2

Hello, I am running two equivalent model for double check. All coefficients are perfect match, but the R^2 is different between two models. For model 1: MDR(t) - MDR(t-1) = Beta*X(t-1) - Gamma*MDR(t-1) For model 2: (little transformation from model 1, by moving MDR(t-1) from LHS t RHS) MDR(t) = Beta...
by quoctruongphan
Sat Jun 21, 2014 5:04 am
Forum: Econometric Discussions
Topic: View/Actual,Fitted,Residual - it is quite strange
Replies: 1
Views: 3667

View/Actual,Fitted,Residual - it is quite strange

Hello all, After constructing a simple linear regression, I go to View/Actual,Fitted,Residual >> Actual, Fitted, Residual Graph. It is quite strange that the Fitted Line is not straight. To my knowledge, since this is linear regression, it is supposed to be straight, not a line with so many break. I...

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