Statistics Help @ Talk Stats Forum - Regression Analysis
http://www.talkstats.com/
Linear regression, linear models, nonlinear regressionenTue, 28 Jul 2015 03:27:17 GMTvBulletin60http://www.talkstats.com/images/misc/rss.pngStatistics Help @ Talk Stats Forum - Regression Analysis
http://www.talkstats.com/
Fixed Effects Regression - Dependent Variable Issue
http://www.talkstats.com/showthread.php/61812-Fixed-Effects-Regression-Dependent-Variable-Issue?goto=newpost
Mon, 27 Jul 2015 22:12:01 GMTHi all,
I am currently running a fixed effects model in Stata, and have a question regarding how to specify my dependent variable. So I have...Hi all,

I am currently running a fixed effects model in Stata, and have a question regarding how to specify my dependent variable. So I have observations over time for different firms, and I am looking at how changes in 1-year lagged independent variables affect my dependent variable.

My dependent variable is transaction volume, and occur between 1-3 times per firm. That is, I have all necessary information about my independent variables, but since a firm only engage in these transactions few times over the observation period I have a lot of missing variables. I have added a photo for an example of how the dataset looks like.

Since these transactions only occur a few times over the life of a firm, is it correct to insert zero's for where they dont do any transactions (I.e. where transaction value is missing)? Or should I run the regressions only on where I have observations for the dependent variable?

Thanks in advance!

]]>Regression AnalysisMagnus MMJhttp://www.talkstats.com/showthread.php/61812-Fixed-Effects-Regression-Dependent-Variable-IssueLinear Regression with effect size changes of categorical variables with continuous
http://www.talkstats.com/showthread.php/61808-Linear-Regression-with-effect-size-changes-of-categorical-variables-with-continuous?goto=newpost
Mon, 27 Jul 2015 17:45:26 GMTI have three categorical variables (disked, herbicide, Lands) each is binomial (0,1). For example, within disked there is a group in which it does...I have three categorical variables (disked, herbicide, Lands) each is binomial (0,1). For example, within disked there is a group in which it does not occur (0) and where it did occur (1). I am performing a forward stepwise-approach in which I evaluate each categorical variables in the order presented and add statistically significant variables to the overall model. I have found all three variables have a statistically significant "effect size" or group value compared to when actions are not present (0 instead of 1). When I add a continuous variable in the next part of my step-wise process, values for these groups change and some are not shown to be important categorical variables any longer. The continuous variable added also shows a statistically significant effect.

What is occurring between the continuous and categorical variables when this is occuring?
]]>Regression Analysisfarre1pdhttp://www.talkstats.com/showthread.php/61808-Linear-Regression-with-effect-size-changes-of-categorical-variables-with-continuousOrdinal predictor variable in regression
http://www.talkstats.com/showthread.php/61784-Ordinal-predictor-variable-in-regression?goto=newpost
Sun, 26 Jul 2015 20:11:08 GMTWhen you have a nominal categorical predictor you just create dummies. With say a five level ordinal predictor (the classical case would be a likert...When you have a nominal categorical predictor you just create dummies. With say a five level ordinal predictor (the classical case would be a likert scale predictor) do you just use the raw variable as the predictor? I always thought so, because the distribution or number of unique levels of the IV did not enter into the regression assumptions.

But recently a proff of mine said that doing this, say using a 5 point likert predictor, could generate nonsensical results.

Any suggestions?
]]>Regression Analysisnoetsihttp://www.talkstats.com/showthread.php/61784-Ordinal-predictor-variable-in-regression