Multiple Dependent Variables

For econometric discussions not necessarily related to EViews.

Moderators: EViews Gareth, EViews Moderator

pbrownster
Posts: 10
Joined: Sun Mar 14, 2010 10:17 am

Multiple Dependent Variables

Postby pbrownster » Thu Apr 01, 2010 9:18 am

I have 1 discrete (dummy) explanatory variable which is time-series
Last edited by pbrownster on Wed Apr 07, 2010 6:15 pm, edited 1 time in total.

pbrownster
Posts: 10
Joined: Sun Mar 14, 2010 10:17 am

Re: Multiple Dependent Variables

Postby pbrownster » Thu Apr 01, 2010 11:48 am

o
Last edited by pbrownster on Wed Apr 07, 2010 6:14 pm, edited 1 time in total.

random_access
Posts: 29
Joined: Thu Apr 30, 2009 1:39 am

Re: Multiple Dependent Variables

Postby random_access » Fri Apr 02, 2010 1:23 am

hi there
what r the dependent variables. as u explained ur independent is a dummy....i have not come a cross a model with indepedent being only dummy.....could u elaborate more and if possible write ur model
thanx

pbrownster
Posts: 10
Joined: Sun Mar 14, 2010 10:17 am

Re: Multiple Dependent Variables

Postby pbrownster » Fri Apr 02, 2010 4:49 am

A logit regression was suggested

I am now a little confused with the best way to do this.

Thanks Again
Last edited by pbrownster on Wed Apr 07, 2010 6:16 pm, edited 1 time in total.

random_access
Posts: 29
Joined: Thu Apr 30, 2009 1:39 am

Re: Multiple Dependent Variables

Postby random_access » Fri Apr 02, 2010 5:12 am

let me understand this ur dependent variable is Dummy....if so u can use logit model and run the series then....or u can use discriminant analysis in the SPSS. i'm not expert in logit model but it seems that this should be the way....
all the best

pbrownster
Posts: 10
Joined: Sun Mar 14, 2010 10:17 am

Re: Multiple Dependent Variables

Postby pbrownster » Fri Apr 02, 2010 5:25 am

Thanks again for your continued help
Last edited by pbrownster on Wed Apr 07, 2010 6:16 pm, edited 1 time in total.

random_access
Posts: 29
Joined: Thu Apr 30, 2009 1:39 am

Re: Multiple Dependent Variables

Postby random_access » Fri Apr 02, 2010 10:03 pm

there is a suggestion to do an ANOVA analysis. since u r test whehther the bailout will affect the performance of the banks.
if u want to do a regression analysis......u can run each performance measurement on the dummy.
how many dummy variables do u have?

pbrownster
Posts: 10
Joined: Sun Mar 14, 2010 10:17 am

Re: Multiple Dependent Variables

Postby pbrownster » Sat Apr 03, 2010 5:57 am

Thanks again.

I have just the one dummy variable
Last edited by pbrownster on Wed Apr 07, 2010 6:17 pm, edited 1 time in total.

pbrownster
Posts: 10
Joined: Sun Mar 14, 2010 10:17 am

Re: Multiple Dependent Variables

Postby pbrownster » Sat Apr 03, 2010 8:45 am

1
Last edited by pbrownster on Wed Apr 07, 2010 6:18 pm, edited 1 time in total.

random_access
Posts: 29
Joined: Thu Apr 30, 2009 1:39 am

Re: Multiple Dependent Variables

Postby random_access » Mon Apr 05, 2010 1:02 am

that is good
may i know how did u run Granger causality on panel data?
if u have answered ur research questions then u should not go further
if u can send me the way u did the Granger causality i would be grateful
thanx

pbrownster
Posts: 10
Joined: Sun Mar 14, 2010 10:17 am

Re: Multiple Dependent Variables

Postby pbrownster » Mon Apr 05, 2010 6:42 am

The granger method i just opened my data as a balanced panel (quarterly data) then highlighted the series i required and clicked: QUICK: GROUP STATISTICS: GRANGER CAUSALITY TEST: OK ....hope this helps

Thanks


Return to “Econometric Discussions”

Who is online

Users browsing this forum: No registered users and 2 guests