Right! Didn't think about that.
Thanks startz
Search found 3 matches
- Tue Apr 19, 2011 4:35 am
- Forum: Estimation
- Topic: Joint significance t-test
- Replies: 4
- Views: 15300
- Mon Apr 18, 2011 1:09 pm
- Forum: Estimation
- Topic: Joint significance t-test
- Replies: 4
- Views: 15300
Re: Joint significance t-test
Cause I would like to interpret the sum of the three coefficients and test whether that sum is significantly different from zero. According to my understanding, this is not what the F-test/Wald test would do. If you think I am wrong, could you explain to me why this is the same then.
Thanks
Thanks
- Mon Apr 18, 2011 6:50 am
- Forum: Estimation
- Topic: Joint significance t-test
- Replies: 4
- Views: 15300
Joint significance t-test
The regression that I'm using looks like this: athex c athex_g athex_g(-1) athex_g(+1) athex_g_return athex_g_return(-1) athex_g_return(+1) athex_volatility The main coefficient of interest is the coefficient of athex_g. But I also would like to test the joint significance of the coefficients of ath...