Coefficient standard errors
Posted: Wed Sep 04, 2013 12:35 pm
I estimated a regression of total deposits=f(unemployment rate, lagged values of total deposits). The estimated unemployment rate coefficient and standard errors was pretty high. Should I use the standardized coefficient of the Scaled Coefficient item that appears in coefficient diagnostic instead of the one reported in the regression? If, not, any suggestion on how to solve this problem?
Thank in advance for any help clarifying this issue.
Thank in advance for any help clarifying this issue.