Recent content by Joris

  1. J

    HELP my intercept becomes significant

    Many thanks, this makes a lot of sense! Helpfull other links: http://blog.minitab.com/blog/adventures-in-statistics-2/regression-analysis-how-to-interpret-the-constant-y-intercept The interpretation of the intercept is not of importance, because it is often nonsensical. But you should take the...
  2. J

    HELP my intercept becomes significant

    Can you elaborate on that? For me personal, it would be great if I can shortly state something about my regressions specifically or refer to an article. Since it feels counterintuitive that the intercept becomes larger after adding significant explanatory variables which are completely robust...
  3. J

    HELP my intercept becomes significant

    Hi all, I run 12 regressions on the bid premium in a Event Study. For the first 7 regressions, when adding the explanatory variables (after the control variables for the first regression), the constant or intercept stays insignificant and explains less after adding the variables. But from...