Search found 15 matches

by Nitzan04
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?
by Nitzan04
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?
by Nitzan04
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?
by Nitzan04
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?
by Nitzan04
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...
by Nitzan04
Mon May 18, 2015 8:19 am
Forum: Econometric Discussions
Topic: Overdispersion test
Replies: 4
Views: 5320

Overdispersion test

equidispersion tests.docx
(24.36 KiB) Downloaded 574 times
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.
by Nitzan04
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?
by Nitzan04
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?
by Nitzan04
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?
by Nitzan04
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?
by Nitzan04
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?
by Nitzan04
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 ...
by Nitzan04
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...
by Nitzan04
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...
by Nitzan04
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...

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