Search found 7 matches

by ANURADHA AGARWAL
Mon May 15, 2017 2:29 am
Forum: Econometric Discussions
Topic: accuracy of RMSE test
Replies: 0
Views: 2781

accuracy of RMSE test

Hello sir,

I have forecast a variable on the basis of other one with the help of OLS model. I have got a RMSE value 0.23. But I am unable to consider it as acceptable/reliable or not. Please tell me that how can i check the reliability of RMSE test and the model.
by ANURADHA AGARWAL
Wed Nov 18, 2015 3:41 am
Forum: Estimation
Topic: panel - Least square dummy variable
Replies: 14
Views: 18131

Re: panel - Least square dummy variable

Hello sir, I am working on to examine the impact of liberalization an CAB (1 dependent and 2 independent variables)by using quarterly data over a period of 15 years for 5 countries. can i apply LSDV model with none effect specification(none cross section and period) by using following equation: cab ...
by ANURADHA AGARWAL
Mon Nov 02, 2015 10:15 pm
Forum: Estimation
Topic: FIXED EFFECT regressions
Replies: 15
Views: 21622

Re: FIXED EFFECT regressions

The regression equation is "cab adr ds fb ir lp nfa reer ri to tot expand@(crossid)". I want to apply LSDV model or the fixed effect model with dummy variables. Please help me.
by ANURADHA AGARWAL
Thu Oct 29, 2015 10:37 pm
Forum: Estimation
Topic: FIXED EFFECT regressions
Replies: 15
Views: 21622

Re: FIXED EFFECT regressions

No sir, there is no variable having same value in my study.
by ANURADHA AGARWAL
Thu Oct 29, 2015 1:38 am
Forum: Estimation
Topic: FIXED EFFECT regressions
Replies: 15
Views: 21622

Re: FIXED EFFECT regressions

Thanks Sir for responding to me Sir I have a same 11 explanatory variables for each countries and i am not including constant term in regression equation with dummy variable while taking fixed cross section effect but still it shows same result (near singular matrix). Please tell me sir is it valid ...
by ANURADHA AGARWAL
Wed Oct 28, 2015 1:18 am
Forum: Estimation
Topic: FIXED EFFECT regressions
Replies: 15
Views: 21622

Re: DummyVariables for FIXED EFFECT regressions

Hello Sir, I have a quarterly data for 5 countries over a period of 15 years with 11 explanatory variables. I want to apply fixed effect model with dummy variables and i use @expand(@crossid) and get the result with none cross section effect. But In case of fixed cross effect specification it shows ...
by ANURADHA AGARWAL
Wed Aug 05, 2015 11:26 pm
Forum: Econometric Discussions
Topic: Panel Data Estimation
Replies: 0
Views: 1793

Panel Data Estimation

Sir,
how can i identify the instrumental variables and dummy variables . I have a list of 16 independent variables but i dont know how to find the instrument variables.
please tell me so i can remove the endogenity of variables.

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