Thanks for your help Startz,
Regards,
Search found 4 matches
- Thu Feb 02, 2012 3:25 am
- Forum: Econometric Discussions
- Topic: Omit Consant
- Replies: 4
- Views: 3143
- Wed Feb 01, 2012 4:39 am
- Forum: Econometric Discussions
- Topic: Omit Consant
- Replies: 4
- Views: 3143
Re: Omit Consant
Hi Startz,
Thanks for your reply and apologies, I probably should have mentioned that all variables (both LHS and RHS) are first differenced - Would this be a reason to omit the constant?
Thanks,
J
Thanks for your reply and apologies, I probably should have mentioned that all variables (both LHS and RHS) are first differenced - Would this be a reason to omit the constant?
Thanks,
J
- Tue Jan 31, 2012 3:28 am
- Forum: Econometric Discussions
- Topic: Omit Consant
- Replies: 4
- Views: 3143
Omit Consant
Hi, I have been running a standard OLS regression and all my variables are statistically significant. It has passed all necessary diagnostic tests. However, my constant is not statistically significant and I was wondering does this compromise the results of this model. Should I omit it from the regr...
- Wed Jan 25, 2012 8:02 am
- Forum: Estimation
- Topic: Correlation in Residuals
- Replies: 1
- Views: 1723
Correlation in Residuals
Hi, I am running a simple LS model with (-1) AND (+1) of the dependent variable as well as other explanatory variables. However i get a very low DW Stat and have been told that one solution is to treat the residual as an unknown but important omitted variable and then put the residual variable into ...
