Search found 13 matches
- 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...
- Sat Jul 21, 2012 10:24 am
- Forum: Estimation
- Topic: individual r-squared
- Replies: 2
- Views: 2466
Re: individual r-squared
ok thanks again
- 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.
- 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
Is there anyway to show how much each independent variable contributes to the overall regression r-squared?
Thanks
- 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...
- 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...
- 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 ...
- 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?
- 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 ...
- 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
- 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
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
- 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
- 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...
