Search found 9 matches

by Carlo Lazzaro
Sun May 03, 2015 3:34 am
Forum: Econometric Discussions
Topic: Choosing fixed/random effects model with Hausman-test
Replies: 5
Views: 8841

Re: Choosing fixed/random effects model with Hausman-test

Zearthios may find the following thread useful:
http://forums.eviews.com/viewtopic.php?t=362&f=4.
Kind regards,
Carlo
by Carlo Lazzaro
Fri Apr 24, 2015 12:41 am
Forum: Econometric Discussions
Topic: How To Handle Necessarily Missing Data
Replies: 5
Views: 6904

Re: How To Handle Necessarily Missing Data

Qbert123: my previous reply referred to an instance when the survey was not started out yet. Now I see that your query had a different flavour. An interesting textbook covering this (and related issues about dealing with missing vlues) is: Van Buuren, S. (2012), Flexible Imputation of Missing Data. ...
by Carlo Lazzaro
Sun Mar 22, 2015 2:47 am
Forum: Econometric Discussions
Topic: Multiple Regression
Replies: 1
Views: 3135

Re: Multiple Regression

Rodcamb:
assuming you have one wave of data only and the relationship between depvar and indepvars is linear, OLS is the way to go.
Obviously you can add square-terms (or higher) if they fit your data better, as in OLS the assumption of linearity concerns coefficients, not variables.
by Carlo Lazzaro
Sun Mar 22, 2015 2:42 am
Forum: Econometric Discussions
Topic: Different estimated coefficients when modeling the dummies
Replies: 2
Views: 4401

Re: Different estimated coefficients when modeling the dummi

Siroos: there's something that I don't understand about your query: If the same dummy is used to split time in 6-23 and 24-5 periods, you should have something like: dummy=0 if time ranges from 6 to 23; dummy=1 otherwise. But if you plug in among predictors two dummies (each representing one of the ...
by Carlo Lazzaro
Tue Oct 14, 2014 6:13 am
Forum: Econometric Discussions
Topic: How To Handle Necessarily Missing Data
Replies: 5
Views: 6904

Re: How To Handle Necessarily Missing Data

Qbert123 raises an interesting issue. However, as far as her/his example are concerned, the risk of non-ignorable missing values can be avoided (or at least reduced) by fine-tuning the inclusion criteria in the study or improving the questionnaire items to be administered to participants. Kind regar...
by Carlo Lazzaro
Mon Oct 06, 2014 3:43 am
Forum: Econometric Discussions
Topic: validation logit regression
Replies: 1
Views: 3831

Re: validation logit regression

Eleo: two remarks about your query: - I would keep the constant in the model. The fact the it is not significant is not self-explaining in itself, as it may depend on what does it refer to in your model. Moreover, I would test if the constant is still unsignificant after centering the predictors aro...
by Carlo Lazzaro
Tue Sep 16, 2014 4:42 am
Forum: Econometric Discussions
Topic: Simple Linear Regression
Replies: 1
Views: 3494

Re: Simple Linear Regression

Sreeja,
it's hard to advise on your query with so scant details.
First off, what is your regression model? Simple or multiple OLS?

Kind regards,
Carlo
by Carlo Lazzaro
Sun Sep 14, 2014 1:17 am
Forum: Econometric Discussions
Topic: normally distributed
Replies: 2
Views: 3931

Re: normally distributed

Tarox: - you can visually inspect your data distribution and check whether or not it is (or approaches) a normal one. However, as per the details you give, this would not seem the case. - should your raw data be not normally distributed you can consider performing a bootstrap ttest on untransformed ...
by Carlo Lazzaro
Wed Sep 03, 2014 6:44 am
Forum: Econometric Discussions
Topic: Interpreting results with a dummy at left hand side
Replies: 3
Views: 4883

Re: Interpreting results with a dummy at left hand side

I'm not clear with your approach if your regresion setting is the linear one. Conversely, if you are talking about a logistic regression a yes/no dependent variable makes sense. However, the interpretation of your results could be easier if you convert the dependent variable into an odds ratio. Kind...

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