1. ?

    [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...
  2. 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...
  3. 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
  4. 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... =>...
  5. S

    Demand function problem

  6. Enies

    Autoregression model implementation

    Hello forum users! I have a urgent question :/ I need to implement an AR(1) Model into Oxmetrics. Optimize my parameters using the OLS method. My question is simple, I have a vector with residuals. How do i go about using an OLS on them?
  7. S

    Can I use group mean centered variables in an OLS regression?

    Hi everyone, I have a question about some analyses I'm working through. I originally ran the model as an HLM because of the nested structure of my data. However the ICC is very low and all significant variables in my HLM are also significant in OLS. My question is: can I can still use my...
  8. E

    Does the standard error of the regression not need to be corrected by n?

    The standard error of an estimator is defined as the square root of the the estimator variance (or mean squared error (MSE) for unbiased estimators). More specifically, if we wanted to get the standard error of the sample mean \bar{X}, we would divide the variance of the sample that \bar{X} was...
  9. F

    Ambiguous question in homework...

    Hi All, I just wanted to probe this board before I went to the TA, as class just started and I don't want to be *that* guy. Anyway, I have an iid set of results and I'm given a known mean, and I calculate the variance. Fair enough. Then I am given an equation akin to a regression line...
  10. E

    Interaction and negative binomial regression analysis for criminological thesis

    Hello, For my master's thesis I'm conducting a research on the influence of morality and self-control on self-reported delinquency. Morality is a metric scale, while self-control is divided into three subscales, being temper, impulsivity and risk-taking behaviour, which are all metric scales...
  11. M

    Logistic Regression interaction effect between 2 categorical variables

    Hi all, I am conducting a logistic regression on whether participants 1=have a mammogram before 40 years old and 0=have a mammogram at 40 +. The two major predictors of this DV is having a family history of breast cancer and having symptoms. However after controlling for these two major...
  12. R

    Please advise: t-test for OLS dummy variable

    Hi. I need help. I'm writing a proposal and am not a statistician and am having trouble translating the notes from my professor into an equation. He said, after running my OLS twice, I will "test whether the estimated coefficient (beta) on the dummy variable for CCMI is statistically...
  13. N

    OLS with fixed effects and STATA

    Hi all, Monday I started a topic on estimating OLS with fixed effects using SPSS. That turns out to be impossible. So now I want to do it with Stata. I need to estimate the following revenue equation: y =ai + x1 + x2 + ... + x6 + time dummies (ai stands for bank-specific effects) The idea...
  14. L

    change sign estimate manually because of underlying theory

    *****the thread should be: change sign observations variablebecause of underlying theory****** (sorry for the mistakes in the previous version of this post) Dear forum readers, Is someone allowed to put a minus in front of a variable observation, to obtain its contrary, if this is supported by...
  15. F

    Comparing ln(y) =bX vs. OLS and other count data models

    My data is a balanced panel. 12 years X 600 ids/year X 12 months = 864,000 observations. For about 150 of my 600 ids, at a certain point in this 12 year period a treatment is applied switching them to the "treated" or "on" state. A dummy variable AFTER indicates when this is true. My...
  16. J

    Ordered logit or OLS?

    Hi there, I am using survey data and my dependent variable has 5 levels ranging from 'Strongly disagree' to 'Strongly agree.' My understanding is that it is appropriate to use an ordered logit model in this situation, as equal distances can not be assumed to lie between each level of the...
  17. R

    Combining models into single one

    Yi = B0 + (B1X1,i) + (B2X2,i) + ui Yi = A1 + (A2X1,i) + (A3X2,i) + ui How to formulate these two models as one single linear model using the covariates X1;i; X2;i and X3;i Referring to Hammerbiddle's paper, X1,i has value 1 for below avg and 0 for otherwise. X2,i has value 1 for above avg and 0...
  18. I

    question about time fixed effects model

    Dear all, I am running an OLS model in Stata and one of the explanatory variables is the interaction between another explanatory variable and time dummies. My question is: if I want to run an OLS with time fixed effects is it enough to run the usual OLS with that interaction variable (because...
  19. S

    A particular type of random coefficient regression

    Hi all, I have the model of type Y_i=Beta_0_i+Beta_1_i*X1_i+...+Beta_k_i*X_k_i, for i=1:n There is no error term in this model, but for each person the betas are from a multivariate distribution. I am ultimately interested in estimating the vector of mean for betas. If we rearrange...
  20. H

    Long format for OLS?

    Hello everyone, I am currently working on a project for which I use a panel analysis and ordinary least squares analysis. For the panel analysis I transformed the data set into a long format. afterwards I tested a hypothesis using OLS and kept the long format. Now I am thinking, is this...