coefficicent

  1. J

    Nullity test

    Good evening, I have a problem i can't solve. The data is: n=25 Y_i= Beta1 + Beta2 * x_i + Beta3 * z_i + epsilon_i B_hat = (2.341 1.616 0.014) SSR= 233.726 SST= 5843.15 sqrt(X*Xt)^(-1)_(3,3)= 0.00107 (square root of the bottom right coefficient of the (X*Xt)^(-1) matrix). The questions i'm on...
  2. E

    B value in regression analysis

    Hi all, Please bear with me here. I am new and I also am only learning about statistics & regression analysis. One question about the interpretations of regression coefficient in multiple regression models. I have one variable which comes statistically significant. However it is wrong way...
  3. J

    Interpretation of a lagged dependent variable, coefficient as proportion- Panel data

    Dear experts! I am having some difficulties in interpreting the results of my regression model using Blundell–Bond linear dynamic panel-data estimation (xtdpdsys). Countries in scope: 7, firms: 30, time period 15 years (annual observations) My dependent variable is: - RD...
  4. G

    Interpreting the coefficients of my regression model

    Hi all, I am a student at Bournemouth University currently undertaking a research project into the pay-performance sensitivity in AIM companies. I want to investigate the impact of firm performance on total pay. My dependent variable is total pay (inc cash + equity pay) and my independent...
  5. T

    correlation coefficient between 2 autocorrelated time series

    Hi I have 2 time series each 19 data points long which have a correlation coefficient of 0.5. Great! Problem. The time series are both display a large autocorrelation at 1 lag, small at 2 lag and zero at 3. How can I calculate the correlation coefficient taking this autocorrelation into...