Statistical significance of variables

For econometric discussions not necessarily related to EViews.

Moderators: EViews Gareth, EViews Moderator

Post Reply
RamuneZ
Posts: 5
Joined: Tue Aug 18, 2015 5:01 am

Statistical significance of variables

Postby RamuneZ » Wed Aug 19, 2015 3:32 pm

Hello

I have run the OLS regression for one dependent variable and 12 independent variables However I also need to determine which of the variables are statistically significant at 1%, 5% and 10%. Any ideas how to do this?

Thank you in advance
Top
startz
Non-normality and collinearity are NOT problems!
Posts: 3798
Joined: Wed Sep 17, 2008 2:25 pm

Re: Statistical significance of variables

Postby startz » Wed Aug 19, 2015 6:15 pm

Use the column headed "prob". You may want to learn about p-values.
Top
RamuneZ
Posts: 5
Joined: Tue Aug 18, 2015 5:01 am

Re: Statistical significance of variables

Postby RamuneZ » Thu Aug 20, 2015 4:05 am

thank you
Top
Post Reply

Return to “Econometric Discussions”

Who is online

Users browsing this forum: No registered users and 1 guest