# Recent content by liamplayt

1. ### Modeling heteroskedasticity for dummies

Hello there! Im trying to model heteroskedasticity with known form using MATLAB. The only source I found was a uni-variate example, but Im working with multiple-variate models. http://www.econometricsbysimulation.com/2012/11/modeling-heteroskedasticity.html My questions are the...
2. ### Relationship between correlation matrix and R square

Hi there! I wonder if R-squared can be deemed a function of the correlation matrix (or the variance-covariance matrix)? The only ways to compute the R-squared I know are 1. the correlation coefficient between the predicted values (y_hat) and the observations (y) 2. 1 - SSE/SST What can...
3. ### the t-values for regression coefficients

How can I calculate the t-values of the regression coeffs if I have the sample size and the correlation matrix only? Is this possible? Thanks in advance.
4. ### collinearity - incorrect sign?

I read from a book that the collinearity (or multicollinearity) could possibly lead the signs of the regression coefficients to being incorrect. That is, some coefficient, which should have been positive (negative), is negative (positive) due to the presence of the collinearity. I, however...