Comparing Distributions
Posted: Mon Dec 03, 2012 6:21 am
If I have an observed variable X and a fitted value of X (X_fit) from some regression, is there a way that I can check if X_fit comes from the same "distribution" of X.
I've seen equality tests for mean, median & volatility and some discussion of quantile comparisons, but I stll thought to clarify what's the preferred way that E-views would allow you to assess this.
Thanks!
I've seen equality tests for mean, median & volatility and some discussion of quantile comparisons, but I stll thought to clarify what's the preferred way that E-views would allow you to assess this.
Thanks!