Hello,
I wanted to know if it is possible to choose the confidence interval (guessing that it is by default 95%) as it is possible on excel!
I would like to get a 90% confidence
Thank you for your help!
Choose confidence interval in linear regression
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EViews Gareth
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Re: Choose confidence interval in linear regression
When you look at the confidence interval for an equation, the first thing it asks you is what confidence levels you wish to see.
Re: Choose confidence interval in linear regression
But the thing that mess me up is that building a linear regression on excel you can choose a confidence interval in the parameters and it actually give different outputs when confidence is either 95% or 90%. I wanted to know if there is a way to do the same on Eviews.
Even if, according to me, all the coefficients, standard errors, t-statistics, p-values, etc., everything should be exactly the same. The only difference should be the interpretation. If I am using a 95% confidence interval, then I reject if the p-value is less than 0.05. If you are using a 90% confidence interval, then I reject if the p-value is less than 0.10. But that's it - the p-value should be exactly the same, regardless of the confidence level - the only difference is how I interpret the p-value.
Do you have any explication on this?
Even if, according to me, all the coefficients, standard errors, t-statistics, p-values, etc., everything should be exactly the same. The only difference should be the interpretation. If I am using a 95% confidence interval, then I reject if the p-value is less than 0.05. If you are using a 90% confidence interval, then I reject if the p-value is less than 0.10. But that's it - the p-value should be exactly the same, regardless of the confidence level - the only difference is how I interpret the p-value.
Do you have any explication on this?
Re: Choose confidence interval in linear regression
Sorry, my mistake. Outputs are exactly the same, I did a mistake in my calculations.
Im ok now
Im ok now
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