Hello community
I am currently working with paneldata to see if there is correlation between sustainability and performancce in the energy and materials sector of the S&P500.
I ran the regression twice, one with the logarithm of MarketValue (=MarketValue.WINS.LOG) and one without (=MarketValue.WINS).
The outcome is different and I really wonder if I should go for the log MarketValue or not?
The regression with Log MArketValue has a 0.1 0.2 higher R^2, but the other variables are not really significant anymore.
The "normal" regression has more significant variables but the R^2 is not performing as well, as the one in the logMarketValueregression.
I don't know which model is the right one and thought, may you could help me out. I attached the 2 regressions, so you can take a closer look for yourself.
Thanks in advance and have a nice weekend.
I am currently working with paneldata to see if there is correlation between sustainability and performancce in the energy and materials sector of the S&P500.
I ran the regression twice, one with the logarithm of MarketValue (=MarketValue.WINS.LOG) and one without (=MarketValue.WINS).
The outcome is different and I really wonder if I should go for the log MarketValue or not?
The regression with Log MArketValue has a 0.1 0.2 higher R^2, but the other variables are not really significant anymore.
The "normal" regression has more significant variables but the R^2 is not performing as well, as the one in the logMarketValueregression.
I don't know which model is the right one and thought, may you could help me out. I attached the 2 regressions, so you can take a closer look for yourself.
Thanks in advance and have a nice weekend.
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