ols

  1. E

    Help interpreting my OLS results, hypothesis

    Hi statistics ppl! I am happy to join the forum. I am doing my thesis atm and I would like someone to help me interpret my model results. I have performed both pooled OLS and RE. The RE estimates are more significant, although not in accordance with hypothesis., I submit just my baseline OLS...
  2. J

    IVs and moderator variables correlate in three-way interaction - problematic?

    Hi everybody, let's assume I hypothesize: H1: A direct effect of X1 on Y H2: A direct effect of X2 on Y H3: A two-way interaction between X1 and X2 H4: A three-way interaction between X1, X2 and X3 H5: A three-way interaction between X1, X2 and X4 and run the following OLS regressions to test...
  3. kiton

    Modeling cancer incidence rates

    Hello dear forum members, Using county-level panel data (N = 2500+, T = 3) I aim to examine the associations between multiple biological, socioeconomic, and psychological factors and cancer incidence. There are two outcome measures available for me: (1) cancer incidence rate, IR = (New cancers...
  4. T

    Independence of cases (observations)

    Dear all, I am currently analyzing the effects several independent variables have on dependant variable (political party's position on immigration, to be more specific). As the cases (observations) here are political parties - the number of them is very limited (in fact, I have only 21 party...
  5. A

    Derivation of an equation of Influential Analysis in OLS

    Hi to everyone, I'm new to this forum and I'm very pleased for the existence of this forum, since the fact that forums in these times are in decay. I'm not a native English speaker so I ask for a little of patience lol I'm studying Ordinary Least Squares, and in the section of Influential...
  6. T

    Regression with Continuous and Dummy Independent Variables

    Dear Colleagues, I am running a multivariate linear regression analysis but got stuck with this situation. I have one dependent variable (which is continuous) and several independent variables. Three of them are continuous and three of them are dummy variables (they have values of 1 and 0)...
  7. R

    RSS Residual Sum Squares

    Hi im analysing my dissertation which has a OLS model. My RSS figures are very very big in some cases above 15000. I know a high RSS indicates a poorly fitted model. i have run the regression for 6 different countries using 154 observations per variable using 3 variables. My dependant...
  8. A

    Stationary data first after the 2-order/3-order difference on LN(variable)

    I want to make an Linear Regression. Dependent variable: GDP Independent variables: Net exports and Debt and some control variables All variables are seasonal and calendar adjusted. The aim it to see the effects of Next export and Debt on GDP for different european countries. I will make...
  9. S

    Comparing fit of GLM to OLS regression

    Hello talkstat. First post in this magnificent forum! In my master thesis I'm estimating health care expenses to patients, who has experienced a occupational injure on administrative data. The depended variable is total health care expenses for a given individual a year after the...
  10. B

    Finding predicted values with logged (ln) dependent variable.

    Hello all, I'm currently working on my first quantitative project. I am doing an OLS regression in SPSS. I had to take the natural log of my DV in order for it to pass assumptions, and I want to do predicted values. I understand that merely exponentiating the sum of the regression...
  11. E

    Dis./Avantadges of estimating of binary response model with OLS

    In the Maximum Likelihood Estimator context, I can't find answers for those two questions: - What are the advantages and disadvantages of estimating of a binary response model with OLS ? - Same questions but compared to MLE ? I thank you in advance :o
  12. E

    Pooled GLS and POLS

    Hello everyone, This semester I'm studying, OLS, GLS, RE, FE, MLE, and a lot of beautiful concepts :D. But I get a little bit concerning the different assumptions of each model and their difference. Here is what I need to answer and I will say what I've understood/found so far thanks my...
  13. T

    Some basic questions about a econometric analysis of paneldata

    For a research project in economics, I want to study the several determinants that affect the decision to enter the private rental housing market in the United States. There is a special focus on taxation. In the analysis, I am using unbalenced (survey) panel-data from the PSID (Panel Study...
  14. E

    Difference-in-difference regression

    Hello, I have a problem with my current research project and I am not very experienced with statistics so it would be great to find some help here! I have performance data of companies which can be categorized into two different groups (state-owned, not state-owned). Now I would like to...
  15. H

    Weighted Least Squares (WLS) using initial OLS and basis functions.

    Hi All, I have a question about WLS using basis functions. I am tasked with writing some code to automate a WLS procedure. Initially I am taking Ordinary Least Squares on some data (X & Y). I achieve this by using a polynomial basis function, resulting in a matrix [X] corresponding to...
  16. S

    Continuous by contiuous interaction and non-linearity in OLS

    To whom it may concern: I am conducting an OLS for a class assignment and have an interaction between ADHD and non-delinquent peers. I have tested for the assumption of linearity and it is violated for the non-delinquent peers measure. I spoke with my professor about what to do, but it...
  17. ?

    [ols] what is cov(xbar, bhat)?

    For a linear regression, y(i) = a + b x(i) + e(i), what is cov(xbar, bhat), ie, the covariance between the sample mean of x, xbar, and the ols estimate of the slope, bhat? A solution for cov(ybar, bhat) is provided here...
  18. C

    Estimate the coefficients of an equation system - can I use OLS?

    Hi! I have not worked so much with this type of regressions and have tried to find the answer in my econometric books and on internet, but have unfortunately not had any luck. I appreciate all help I can get with this! Im using time series data to measure the rate of return of the inputs...
  19. S

    Proving variance of b0(hat)

    i have a question asking to prove (attached image): I'm completely stuck and any help would be appreciated. thanks
  20. M

    2-stage Heckman instrumental variable estimation

    Hi Guys, I am working on my thesis. My main regression model is the following: (1) Y=x1*Payment+x2*Country+x3*Industry..... All independent variables are dummy/binary variables. In a next step I divide my sample and construct the following two regression: (2) Y=x2*Country+x3*Industry... =>...