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about dummy variables and t-test/ANOVA

Posted: Tue Sep 23, 2008 8:53 am
by tg128
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?

Re: about dummy variables and t-test/ANOVA

Posted: Wed Jan 14, 2009 9:08 pm
by riza
same problem here. can anyone help how to apply/or to explain the t test to see whether there is a different or not within 2 groups?