Regression Interest Rates
Posted: Sun Apr 07, 2013 9:42 am
I am currently regressing interest rates in stata but after importing them from an excel file they are coming up as percentiles. e.g. 10% = 0.01
I'm not sure if this is definitely correct but I believe that this will alter my interpretations - especially if I am trying to explain the effect of a marginal change - as a one unit increase will actually be a 100% increase. And for a 1% increase I will have to multiply the relevant coefficient by 0.01.
Is this correct? And If so has anyone found ways to get around it?
Also is ther anyone who has regressed both interest rates and whole numbers before, who might have some tips?
Thanks,
Aaron
I'm not sure if this is definitely correct but I believe that this will alter my interpretations - especially if I am trying to explain the effect of a marginal change - as a one unit increase will actually be a 100% increase. And for a 1% increase I will have to multiply the relevant coefficient by 0.01.
Is this correct? And If so has anyone found ways to get around it?
Also is ther anyone who has regressed both interest rates and whole numbers before, who might have some tips?
Thanks,
Aaron