Search found 3 matches
- Wed Sep 26, 2012 10:13 am
- Forum: Estimation
- Topic: Likelihood Ratio Test P Value
- Replies: 4
- Views: 5226
Re: Likelihood Ratio Test P Value
The unrestricted model ist LOGPECAPOECD = C(1)*STOCHASTICTRENDFINAL + C(2)*LOGGDPOECD + C(3)*LOGPMAXT + C(4)*LOGPRECT + C(5)*LOGPCUTTFINAL where LOGPECAPOECD is the natural logarithm or per capita gdp, and stochastictrendfinal is the stochastic trend generated as: stochastictrendfinal = stochtrend(-...
- Wed Sep 26, 2012 9:35 am
- Forum: Estimation
- Topic: Likelihood Ratio Test P Value
- Replies: 4
- Views: 5226
Re: Likelihood Ratio Test P Value
Ok thank you!
i want to model a stochastic trend like : μ_t=μ_(t-1)+ η_t mit η_t~ normalverteilt(0,σ_η^2)
i generated to series, one nrnd fpr η_t and one for μ_t = nrds
where is the mistake?
i want to model a stochastic trend like : μ_t=μ_(t-1)+ η_t mit η_t~ normalverteilt(0,σ_η^2)
i generated to series, one nrnd fpr η_t and one for μ_t = nrds
where is the mistake?
- Wed Sep 26, 2012 5:15 am
- Forum: Estimation
- Topic: Likelihood Ratio Test P Value
- Replies: 4
- Views: 5226
Likelihood Ratio Test P Value
Hi! I have an important question about the p value for the likelihood ratio test. The command is scalar lr =-2*(RESTAOECD1.@logl - UNRESTAOECD.@logl) the value is -1,403 to obtain the p-value for the lr test result i have used the formula scalar lr_pval=1-@cchisq(-1.405855922849895,1) It says that t...