constant

  1. S

    Constant not sig. in multiple regression - does it matter?

    I did a hierarchical multiple linear regression in SPSS with three predictor variables. All the variables have high F-values and are highly significant at each step of the model, but the constant is not significant (0.079) in the last step. Should I disregard all the results just because of...
  2. M

    How to save constant terms (_cons) as a new variable in STATA.

    Hello, I have an unbalanced panel data. I examine 850 mutual funds during the period of 2000-2013. I ran regressions to estimate performance by using Carhart 4 factor model. Specifically, I have used the Carhart alpha in the prior 12 months as a measure of risk-adjusted performance. Thus I...
  3. Z

    hascons command and Fixed Effects in Stata

    Hello everybody, Firstly, thanks in advance for your help. I have a problem with the R-squared in my model. It increases (incredibly!) a lot when I do not include the intercept in the regression ("nocons" command in Stata). Looking in the Internet, I have seen that some people recommend...
  4. trinker

    Constant of 1: Why?

    I know that in regression (well any linear model I would assume; correct this if I'm wrong) models there's a constant of 1 added to the model. I've done a regression with matrix algebra and you have to put a vector of one's in the matrix for the predictor. Why? What is it doing. I also...
  5. H

    Question about normally distributed estimator with a constant

    Hi all i'm having serious difficulties with the following problem :shakehead any help would be much appreciated. _________________________________________________ Assume that some random variable x is normally distributed with mean μ and variance σ². consider the following estimator where ci...
  6. C

    Finding constant within Data Set

    I have a data set that tells me the sales data for every month for all products. Another data set that tells me the total quantity sold for all products. Then in a third data set is just total sales / quantity. Equal to sale per product. However, within the sales data set there is a...