Search found 13 matches

by rob86
Mon Mar 25, 2013 6:42 am
Forum: Econometric Discussions
Topic: multicollinearity Problem
Replies: 0
Views: 1565

multicollinearity Problem

Hi Guys I’m trying to reproduce two papers for my dissertation, the papers ran individual regressions for each of the independent variables, then combined the all the individually significant independent variables in a final regression. Both paper then checked for multicollinearity using a correlati...
by rob86
Sat Jul 21, 2012 10:24 am
Forum: Estimation
Topic: individual r-squared
Replies: 2
Views: 2466

Re: individual r-squared

ok thanks again
by rob86
Sat Jul 21, 2012 10:23 am
Forum: Estimation
Topic: one sided t test for dummy variables
Replies: 5
Views: 5112

Re: one sided t test for dummy variables

ok but is c(1) = c(2) = c(3) = c(4) the correct thing to enter into the wald test to test are the coefficents significantly different from each other? will check out how to interpret results when im in college and have accesss to the help manual.
by rob86
Fri Jul 20, 2012 12:36 pm
Forum: Estimation
Topic: individual r-squared
Replies: 2
Views: 2466

individual r-squared

Hi guys

Is there anyway to show how much each independent variable contributes to the overall regression r-squared?

Thanks
by rob86
Fri Jul 20, 2012 12:32 pm
Forum: Estimation
Topic: one sided t test for dummy variables
Replies: 5
Views: 5112

Re: one sided t test for dummy variables

thanks again startz, i can forget about the first part then. Is the correct way to test whether the coefficents of the dummy variables are significantly different from each other using a wald test c(1) = c(2) = c(3) = c(4)? is so how would I interpret an F-stat of .21? I have attached a the wald tes...
by rob86
Thu Jul 19, 2012 4:50 am
Forum: Estimation
Topic: one sided t test for dummy variables
Replies: 5
Views: 5112

one sided t test for dummy variables

Hi I posted a question a while ago about testing whether the coeffiects of a number of dummy variables follow a certain order, i.e c1 > c2 > c3, and the answer I got was to perform a one sided t test. I am at the stage now where I need to perform the test and am wondering now to perform it on eviews...
by rob86
Sun Jul 15, 2012 7:56 pm
Forum: Econometric Discussions
Topic: problem with variable (figure divided by zero)
Replies: 0
Views: 1602

problem with variable (figure divided by zero)

Hi guys Im having a problem with a variable. My sample is 400 companies and one of my explanotory variables is the interest coverage ratio (ic) which is the companies profit divided by the interest it pays (profit/interest). The problem is that some companies dont pay any interest so that variables ...
by rob86
Thu Jul 05, 2012 12:21 pm
Forum: Data Manipulation
Topic: observations with N/A reducing the sample
Replies: 2
Views: 3053

Re: observations with N/A reducing the sample

thanks for second answer in two days startz, anyone have an opinion on using Hot deck imputation when <4% of observations are missing? would this have any major negative impacts?
by rob86
Thu Jul 05, 2012 4:42 am
Forum: Data Manipulation
Topic: observations with N/A reducing the sample
Replies: 2
Views: 3053

observations with N/A reducing the sample

Hello (accidentally posted this in the econometrics discussions forum so sorry about repost) I have a sample of 500 firms with around 50 explanatory variables. Out of the around 30000 observations there are 2000 N/A's. When I run the regression the sample size is reduced by any firm with has an N/A ...
by rob86
Thu Jul 05, 2012 1:13 am
Forum: Estimation
Topic: test linear relationship between variables
Replies: 2
Views: 2432

Re: test linear relationship between variables

thanks, will try later
by rob86
Tue Jul 03, 2012 4:12 pm
Forum: Estimation
Topic: test linear relationship between variables
Replies: 2
Views: 2432

test linear relationship between variables

Hi Guys

Is there anyway to test whether the coefficent of one independent variables is greater than another?

i.e c(2)>C(3)>C(4)

obviously I could just look at them to see, but is there anyway to test this.

Thanks

Rob
by rob86
Fri Jun 29, 2012 7:58 am
Forum: Estimation
Topic: Industry Dummy Variable
Replies: 2
Views: 4327

Re: Industry Dummy Variable

ok great, thanks for your help
by rob86
Tue Jun 26, 2012 12:31 pm
Forum: Estimation
Topic: Industry Dummy Variable
Replies: 2
Views: 4327

Industry Dummy Variable

Hi Guy Does anyone know how I would enter 2 dummy variables? I want to use a dummy for a companys industry and one for it level of multinationality. Im able to use the @expand function for one ok and and can do both at the same time e.g @expand(ind,class) but I cant do to seperate @expand with out g...

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