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  1. noetsi

    Time Series books

    Thanks staassis. I doubt we will get many replies. Aside from yourself the only poster I know who is interested in time series is vinux and I have not seen him in a long time.
  2. noetsi

    To assess meaningfulness between an independent variable and a dependent one, is just the p value alone adequate and/or the correlation?

    Of what value is it to have a slope that is too small to have any substantive effect, yet be statistically meaningful? If you have a large enough data base, lots of things will be statistically significant that show very small effect size. Unfortunately many who don't know much about statistics...
  3. noetsi

    Time Series books

    I have a decent background in univariate time series. Now I am trying to learn multivariate approaches. Does anyone have a suggestion on books to introduce one to multivariate approaches such as vector autoregressive and vector error correction models?
  4. noetsi

    Alpha 0.1 and power 75% is it acceptable

    Well then you should just run analysis with the whole population, not a sample as I do. I long accepted p values as "sacred" because I was taught that way. But I don't anymore. Arguably, you should just report the p values (and effect sizes) and let others decide if they matter.
  5. noetsi

    Alpha 0.1 and power 75% is it acceptable

    Actually I think wise men (they were all men I am sure given when this was done) did make the decision on what is and is not an acceptable alpha level. There is no reason that an alpha of .1 is too high and .05 is correct mathematically. Researchers just decided on that being reasonable. I...
  6. noetsi

    Linear Probability Model

    I don't understand your last comment hlsmith :(
  7. noetsi

    Linear Probability Model

    The federal government has decided both what variables to use and the methodology. When you get 79 percent of your money from the federal government that is how it works.
  8. noetsi

    Linear Probability Model

    I am confused about the difference between marginal effect (the slopes I think) and predicted probabilities are in practice. Say I am interested in what variables have the greatest impact (in a correlational study) on whether you are going to be successful or unsuccessful in a program (binary...
  9. noetsi

    Linear Probability Model

    The author did not say.
  10. noetsi

    Linear Probability Model

    Here is a related question. The following author states that the problems inherent in linear models with binary DV do not apply when the predictor is a binary variable (or I think they are saying that)? Is this true, and is it still true if there are dummy and interval predictors in the same...
  11. noetsi

    Linear Probability Model

    Thanks. As a follow up how do you know if your data reasonably has a probability between .2 and .8(is their a test to run, do you generate some curve and look at it....). All my training/education taught me that when you have a binary dependent variable you use something like logistic...
  12. noetsi

    Linear Probability Model

    I have a question about the following statement: For the logistic model to fit better than the linear model, it must be the case that the log odds are a linear function of X, but the probability is not. And for that to be true, the relationship between the probability and the log odds must...
  13. noetsi

    How's the new look?

    Only mods would have this ability. Not contributors unless you are also a mod.
  14. noetsi

    Time series

    It is in several, but here I use PROC AUTOREG. This code generates it [I don't have a handy data set so this comes from the Milhoj book on time series]. PROC AUTOREG DATA =sasmts.quarterly_milk PLOTS (UNPACK) =ALL; MODEL COWS = /Stationarity =(ADF); RUN;
  15. noetsi

    Very simple financial model.

    This is really basic math, I am asking because it goes to my boss's boss's boss and I don't want to get it wrong. I have 5 months of data we projected for this year and the actual results for those five months. I wanted to adjust the yearly projections (that is the 5 months plus 7 more months)...
  16. noetsi

    Multilevel analysis

    The author used the term standard deviation (I just quoted them). I think this is the standard error reported with the slopes which I think is what hlsmith is suggesting.
  17. noetsi

    How's the new look?

    I wonder if all contributors have mod authority now. Except strangely dason who lost his edit authority.
  18. noetsi

    Hello!

    I am interested in time series too. I spent years studying it, with questionable results :p
  19. noetsi

    How's the new look?

    I am not sure what the point is of having mods if they can not edit posts :p Oh I see spunky has lost their power not all mods. I am afraid to test if I have this ability anymore... I guess I could edit all of dason's posts, but it appears I have to do this one by one so its not worth it. Did...
  20. noetsi

    Time series

    For the augmented dickey fuller SAS generates a PR<Rho and PR<TAU. These are test of significance, I don't understand which you should use to test the null (that is what are the substantive difference that would lead you to chose one of these to test the null over the other). A second question...