Search found 15 matches
- Thu Dec 17, 2015 9:27 am
- Forum: Econometric Discussions
- Topic: Correation and Collinearity
- Replies: 1
- Views: 2965
Correation and Collinearity
What is the differences between correlation and collinearity?
- Tue Aug 04, 2015 9:13 am
- Forum: Data Manipulation
- Topic: Labels value for each plot in the scatterplot
- Replies: 1
- Views: 2786
Labels value for each plot in the scatterplot
How can i define labels that shows for each plot in the graph the specific value?
- Fri Jun 05, 2015 12:04 am
- Forum: Econometric Discussions
- Topic: Robust SE. in Possion regression
- Replies: 0
- Views: 2175
Robust SE. in Possion regression
Hello,
Which option Huber-White or GLM is " better" in the case of Poisson model with robust standard errors?
And should i use robust standard errors if im estimating with negative binomial as well?
Which option Huber-White or GLM is " better" in the case of Poisson model with robust standard errors?
And should i use robust standard errors if im estimating with negative binomial as well?
- Tue May 19, 2015 3:18 am
- Forum: Econometric Discussions
- Topic: Overdispersion test
- Replies: 4
- Views: 5320
Re: Overdispersion test
This is the result i just got after doing : a. astimate the variables by the Poisson-Count regression model, b. forecast and named the forecasted variable as " patentffinal", c. using the command :
equation testeq.ls (patent-patentffinal)^2-patent patentffinal^2.
Is it o.k?
equation testeq.ls (patent-patentffinal)^2-patent patentffinal^2.
Is it o.k?
- Tue May 19, 2015 3:01 am
- Forum: Econometric Discussions
- Topic: Overdispersion test
- Replies: 4
- Views: 5320
Re: Overdispersion test
Hi, The first variable is the fit variable which i got by using the command: fit patentfittct . the second variable i got by "forecast". Doesnt fit has the same meaning as forecast?! It is really confusing because at the manual it written , and i quote :"first estimate the Poisson and...
- Mon May 18, 2015 8:19 am
- Forum: Econometric Discussions
- Topic: Overdispersion test
- Replies: 4
- Views: 5320
Overdispersion test
I did both test that are mentioned in the manual Cameron and Trivedi and Wooldridge - is it reasonable that i got underdispersion at the first test and overdispersion at the last test?
Im really confused.
Im really confused.
- Mon May 18, 2015 1:40 am
- Forum: Estimation
- Topic: Poisson possibilty for Fixed/Random effect
- Replies: 1
- Views: 2681
Poisson possibilty for Fixed/Random effect
Does Eviews have the possibility to perform a Fixed effect/Random effect estimation when i'm choosing Poisson-count model?
- Wed May 13, 2015 8:41 am
- Forum: Estimation
- Topic: Poisson regression Goodness of Fit
- Replies: 6
- Views: 9739
Re: Poisson regression Goodness of Fit
How can i know what is the significant level of the value from the pearson chi square test?
- Sun May 03, 2015 6:13 am
- Forum: Estimation
- Topic: Poisson and Fixed effect estimation
- Replies: 0
- Views: 2211
Poisson and Fixed effect estimation
Does Eviews have the possibility to perform a fixed effect estimation when i'm choosing Poisson-count model?
- Sun Apr 26, 2015 2:07 am
- Forum: Econometric Discussions
- Topic: Underdispersion and robust standard error
- Replies: 0
- Views: 2142
Underdispersion and robust standard error
Hello,
When i'm doing a Poisson regression model and using robust standard error my explanatory variable becoming insignificant,what should i do?
When i'm doing a Poisson regression model and using robust standard error my explanatory variable becoming insignificant,what should i do?
- Sat Apr 18, 2015 12:55 am
- Forum: Econometric Discussions
- Topic: EQUIDISPERSION TEST RESULT-HELP!!
- Replies: 0
- Views: 2118
EQUIDISPERSION TEST RESULT-HELP!!
I have obtained a resultes for the coefficient of : -0.008725 and its statistically significant. Is this result value implies of equidispersion or underdispersion?
- Wed Apr 15, 2015 8:52 am
- Forum: Econometric Discussions
- Topic: Test for Overdispersion (Cameron and Trivedi)
- Replies: 0
- Views: 2303
Test for Overdispersion (Cameron and Trivedi)
Hello, I would be glad for explanation between the differences of the fitted values of the dependent variable and the forecast values. Because when i'm doing the procedure that is mentioned in page 293 at the Eviews manual and comparing the values i see that they identical. Is it always supposed to ...
- Sun Apr 12, 2015 9:15 am
- Forum: Econometric Discussions
- Topic: Questions regarding the poisson model
- Replies: 0
- Views: 2156
Questions regarding the poisson model
Hello, I'm running a poisson regression and I would like to check the goodness of fit. My dependant variable is the number of patent application per year per firm. I have several question: Is the LR statistic is a good indication for goodness of fit ? How do i check if i have overdispersion? Finally...
- Fri Mar 27, 2015 6:43 am
- Forum: Econometric Discussions
- Topic: Panel data and heteroskedasticity
- Replies: 0
- Views: 2397
Panel data and heteroskedasticity
Hello, Im doing a research on 3 pharmaceuticals companies and their ability to innovate (by patents) in strategic alliances with other firms. My research is focusing in the last 22 to years. When im trying to do heteroskedasticity test , i dont have that option and from reading in your forum i under...
- Tue Mar 17, 2015 11:08 am
- Forum: Econometric Discussions
- Topic: Insignificent variables
- Replies: 0
- Views: 2142
Insignificent variables
Hello, I am performing linear regression analysis in Eviews and half of my variables are unfortunately with p.value larger than 0.05 , even though i dropped out one variable after detecting a multicollinearity it still doesnt change the p.value of the other variables. My research dealing with the ef...
