econometrics (original) (raw)

Using Ordinal variables + Taking Median significant coefficients of multiple regressions	[Aug. 25th, 2020\|01:05 pm]Econometrics Forum
Framing the regression I am attempting to analyze the effects of several variables on clicks for Google My Business listings. Currently I'm using a Log-Lin regression model to predict the % increase in clicks associated with being in the Google 3-Pack: Log(clicks)=[in Google 3−pack(Y/N)?] How to include ordinal review Variables I'd like to also include review metrics - star rating out of 5, and # of reviews - as explanatory variables, and would like to know the best way to include ordinal variables such as star rating in this analysis. What is the best way to include this given that star ratings cannot go above a 5? I also suspect that users consider BOTH overall rating and number of reviews. Should I attempt to combine these variables? Or should I include them both as linear independent variables? ( Read more...Collapse )
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Using Ordinal variables + Taking Median significant coefficients of multiple regressions

[Aug. 25th, 2020|01:05 pm]Econometrics Forum

Framing the regression I am attempting to analyze the effects of several variables on clicks for Google My Business listings. Currently I'm using a Log-Lin regression model to predict the % increase in clicks associated with being in the Google 3-Pack: Log(clicks)=[in Google 3−pack(Y/N)?] How to include ordinal review Variables I'd like to also include review metrics - star rating out of 5, and # of reviews - as explanatory variables, and would like to know the best way to include ordinal variables such as star rating in this analysis. What is the best way to include this given that star ratings cannot go above a 5? I also suspect that users consider BOTH overall rating and number of reviews. Should I attempt to combine these variables? Or should I include them both as linear independent variables? ( Read more...Collapse )

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Free Tax Help	[Jul. 20th, 2010\|03:14 pm]Econometrics Forum
Federal Tax Withholding CalculatorPlease use this calculator to see how much Federal income tax should be withheld from your monthly payment. Answer the following questions and press Calculate for your results.My monthly payment before deductions is: $ .00 Enter whole dollar amount (no commas, please). For withholding purposes, I am: Select single status for withholding purposesSelect married status for withholding purposes Number of allowances I can claim: Enter number of withholding allowancesClick here for free help on your tax return, federal tax and if you need a tax attorney, we are here to help.
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Free Tax Help

[Jul. 20th, 2010|03:14 pm]Econometrics Forum

Federal Tax Withholding CalculatorPlease use this calculator to see how much Federal income tax should be withheld from your monthly payment. Answer the following questions and press Calculate for your results.My monthly payment before deductions is: $ .00 Enter whole dollar amount (no commas, please). For withholding purposes, I am: Select single status for withholding purposesSelect married status for withholding purposes Number of allowances I can claim: Enter number of withholding allowancesClick here for free help on your tax return, federal tax and if you need a tax attorney, we are here to help.

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Unit roots, cointegration	[Jun. 29th, 2010\|07:35 pm]Econometrics Forum
1. When testing for unit roots in eviews, if some of the series show trend coefficient (significant) and some only show significant intercept, would it effect my cointegration tests? 2. For cointegration test what should I put the specification as?3. How do I decide on the number of lags of for cointegration?4. When I run the VECM model and if I have more than one cointegrating vector, how would I know which one to choose? When I specify the number of cointegrating vectors in eviews (for VECM), it gives me results for the number of cointegrating vectors specified. I am confused as to which one to choose? Can I just leave the number of cointegrating vectors as 1? Would it effect my results for speed of adjustment?
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Unit roots, cointegration

[Jun. 29th, 2010|07:35 pm]Econometrics Forum

1. When testing for unit roots in eviews, if some of the series show trend coefficient (significant) and some only show significant intercept, would it effect my cointegration tests? 2. For cointegration test what should I put the specification as?3. How do I decide on the number of lags of for cointegration?4. When I run the VECM model and if I have more than one cointegrating vector, how would I know which one to choose? When I specify the number of cointegrating vectors in eviews (for VECM), it gives me results for the number of cointegrating vectors specified. I am confused as to which one to choose? Can I just leave the number of cointegrating vectors as 1? Would it effect my results for speed of adjustment?

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econometrics help plz	[May. 4th, 2010\|10:10 pm]Econometrics Forum
Hi I'm not the smartest girl in the world but I would really appreciate your help for some of my homework questions. For the model wagei = B0+B1agei+B2age^2i+B3 educationi+B4femalei+B5educationfemalei+uiI need a detailed description of what B3, B4 and B5 are in relation to wage. Thanks a lot everyone :)
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panel data and volatility of price	[May. 3rd, 2010\|03:56 pm]Econometrics Forum
Hi all,Is there a way to measure the impact of price volatility on investment with a panel dataset, when prices are assumed to be the same for all firm and we use a vector of time dummies?The problem is that as price volatility is the same for all firms, there is no between variation (variation over N) but only within variation (variation over T). Therefore, we end-up with perfect collinearity and we cannot identify the effect because it is merged into the time dummy intercept, right? A friend of mine suggested the use of interaction variable (eg: volP*SizeFirm), but I think it doesn't solve the problem of absence of any cross-section -variation. Any other way?Bests,Gravier
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panel data and volatility of price

[May. 3rd, 2010|03:56 pm]Econometrics Forum

Hi all,Is there a way to measure the impact of price volatility on investment with a panel dataset, when prices are assumed to be the same for all firm and we use a vector of time dummies?The problem is that as price volatility is the same for all firms, there is no between variation (variation over N) but only within variation (variation over T). Therefore, we end-up with perfect collinearity and we cannot identify the effect because it is merged into the time dummy intercept, right? A friend of mine suggested the use of interaction variable (eg: volP*SizeFirm), but I think it doesn't solve the problem of absence of any cross-section -variation. Any other way?Bests,Gravier

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(no subject)	[Apr. 12th, 2010\|03:58 pm]Econometrics Forum
Hi all. I urgently need help with Ox programming as I barely know this package. I have to estimate GARCH model in Ox (without using GARCH package). Could you, please, help me with code? Maybe anyone can post code that I can use as example?Thank you in advance!Yulia
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cointegration?	[Mar. 18th, 2010\|04:03 pm]Econometrics Forum
Has anyone checked for cointegration between two retail prices...for example, between chicken and pork prices?
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Rolling regressions	[Nov. 20th, 2009\|01:47 pm]Econometrics Forum
Hi people, Do any of you have any experience with rolling regressions? I am trying to check whether one portfolio of stocks is better than another, corrected with some common factors of stock returns. To check this I want to do an OLS regression with a rolling 48 month window over a long period of time. After doing this in Stata, I end up with a time series containing the coefficients from all the iterations. The question is: How do I estimate the significance of the regression coefficient, i.e. if one portfolio outperforms the other. Can I simply run a normal t-test on the new coefficient time-series to check whether the average coefficient is significantly greater than zero? Or do I have to use a different test statistic altogether? Any help you can offer will be greatly appreciated!
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Rolling regressions

[Nov. 20th, 2009|01:47 pm]Econometrics Forum

Hi people, Do any of you have any experience with rolling regressions? I am trying to check whether one portfolio of stocks is better than another, corrected with some common factors of stock returns. To check this I want to do an OLS regression with a rolling 48 month window over a long period of time. After doing this in Stata, I end up with a time series containing the coefficients from all the iterations. The question is: How do I estimate the significance of the regression coefficient, i.e. if one portfolio outperforms the other. Can I simply run a normal t-test on the new coefficient time-series to check whether the average coefficient is significantly greater than zero? Or do I have to use a different test statistic altogether? Any help you can offer will be greatly appreciated!

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econometrics	[Oct. 28th, 2009\|03:09 pm]Econometrics Forum
anyone has usedPSEUDO PANEL ESTIMATION???Thanks for your help!!
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Pseudo panel estimation-Econometrics	[Oct. 21st, 2009\|04:34 pm]Econometrics Forum
Hi everyone, I'm new in the field of Pseudo (synthetic) Panel Estimation, I'm using stata. Baltagi 2nd edition has a little chapter which describes broadly the main points of this technique. Now, I'm trying to get Verbeek at Matyas and Sevestre's Handbook. Nevertheless I have important doubts I find no way to solve them but through this mean. 1) is there a paper or book where the use of pseudo panel technique for the estimation of binary models with instrumental variables is explained/addressed? 2)which would be the test of robustness that I should run (and how to do it) after a pseudo panel estimation. Thanks for your help!!
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Pseudo panel estimation-Econometrics

[Oct. 21st, 2009|04:34 pm]Econometrics Forum

Hi everyone, I'm new in the field of Pseudo (synthetic) Panel Estimation, I'm using stata. Baltagi 2nd edition has a little chapter which describes broadly the main points of this technique. Now, I'm trying to get Verbeek at Matyas and Sevestre's Handbook. Nevertheless I have important doubts I find no way to solve them but through this mean. 1) is there a paper or book where the use of pseudo panel technique for the estimation of binary models with instrumental variables is explained/addressed? 2)which would be the test of robustness that I should run (and how to do it) after a pseudo panel estimation. Thanks for your help!!

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