about dummy variables and t-test/ANOVA
Posted: Tue Sep 23, 2008 8:53 am
I have created three dummy variables for my regression equation(they are in a GRACH model), after regressing, I have got z-statistics are all significant for the dummy variables, I want to know how can I carry out the t-test/ANOVA to tell if there is any difference among the groups related to three dummies please?