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.
Search found 7 matches
- Mon May 15, 2017 2:29 am
- Forum: Econometric Discussions
- Topic: accuracy of RMSE test
- Replies: 0
- Views: 2781
- 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 ...
- 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.
- 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.
- 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 ...
- 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 ...
- 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.
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.
