Search found 8 matches
- 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 ...
- 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
Many thanks
- 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...
- 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 ...
- 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
Thank you for your answer, still I am not very clear about this. Can you explain in detail?The R2 is respect to the variable on the LHS of the equation, which is different in your two examples.
Many thanks
- 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
- 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...
- 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...
