Search found 4 matches

by Otto
Thu Jun 29, 2017 11:58 am
Forum: Econometric Discussions
Topic: Estimating Probability
Replies: 1
Views: 2790

Estimating Probability

Hi I am estimating a model Y=a1x1+a2x2+a3x3+error term Y is a probability : 0≤Y≤1 And i'm using OLS The problem is that, any model that I get, after forecasting, I get negative numbers for Y Some students suggested to use a transformation for Y that is : Z=log[Y/(1-Y)] I estimate the model, predict ...
by Otto
Thu Jun 30, 2016 4:45 am
Forum: Econometric Discussions
Topic: Panel regression homo/hetero (geneity)
Replies: 0
Views: 2187

Panel regression homo/hetero (geneity)

Hello, As a new beginner, I've been reading some documents concerning the panel regression. I've tried to imagine a plan for this type of regression, here's it : Do we always check if the model is heterogeneous/homogeneous (Hsiao methodology) Any document for newbies that explains this regression fr...
by Otto
Fri Oct 02, 2015 2:29 pm
Forum: Estimation
Topic: Differenced model to level model
Replies: 2
Views: 2804

Re: Differenced model to level model

The forecast tab should give you the option of forecasting either D(LGDP) or LGDP. Alternatively,

LGDP_2 = D(LGDP)_2 + LGDP_1
etc.
it worked thank you so much
by Otto
Fri Oct 02, 2015 2:18 pm
Forum: Estimation
Topic: Differenced model to level model
Replies: 2
Views: 2804

Differenced model to level model

Hey,
I've estimated a differenced model : D(LGDP)=0.51+0.097*(LDFI)+0.01(LGDP(-6)) : the estimated model (1st difference as you see)
I need the level estimated model : LGDP =
any help/suggestion please? :(

Go to advanced search