SHAZAM Questions and Answers (Q&A) - RSS feedhttp://community.econometrics.com/questions/SHAZAM Econometrics, Statistics and Analytics Communityen<font color="white">Copyright <b>SHAZAM Analytics, 2018</b></font>Wed, 03 Aug 2016 08:59:23 +0000Remove Autocorrelation and heteroskedasticity of a time series regression modelhttp://community.econometrics.com/question/723/remove-autocorrelation-and-heteroskedasticity-of-a-time-series-regression-model/ Hi,
I have some problems of autocorrelation (serial correlation) and heteroskedasticity in a regression model but I don't know how to remove it. I read on the net that we have to use the Newey-West estimator but I don't know how the way to use it on Shazam.
Thanks a lot,
Brice BriceWed, 03 Aug 2016 08:59:23 +0000http://community.econometrics.com/question/723/How to interpret ordered logistic regressionhttp://community.econometrics.com/question/447/how-to-interpret-ordered-logistic-regression/Dear all,
My name is Madelaine, I am doing research on party list rankings for open list PR elections (where votes are cast on a single candidate).
Using a range of explanatory variables (age, education, effort in parliament etc.) I try to estimate the rank a candidate has on a party list.
As my dependent variabele (rank) is ordinal, I wanted to use an ordered logistic panel data regression. However, since the rank can take up values ranging from 1 to 80, I do not know how to interpret the odd ratios that come out of the regression. I also doubt whether the ordered logistic regression model is the correct model to use when the dependent rank variable has 80 categories.
I would very much appreciate it if someone could help me out on this,
Many thanks in advance, and kind regards,
Madelaine.MadelaineTue, 18 Feb 2014 09:00:30 +0000http://community.econometrics.com/question/447/How can you constrain the Flexible Least Squares regression?http://community.econometrics.com/question/421/how-can-you-constrain-the-flexible-least-squares-regression/I'm trying to run an FLS regression on a dataset and I basically want to constrain it so that at any given time period, the sum of the coefficients/betas adds up to 1 as a condition.OYassinThu, 09 Jan 2014 10:00:52 +0000http://community.econometrics.com/question/421/What can cause multicollinearity in OLS?http://community.econometrics.com/question/196/what-can-cause-multicollinearity-in-ols/**A SHAZAM User asked:**
I am a student at XXX University and am using the Shazam program to create a hedonic pricing model of laptops for a fourth year course.
My problem is that I have used dummy variables to signify the makers of each laptop. When I try to perform the OLS function, I get a message saying "Matrix Inversion failed in row 19". " This usually indicates perfect multicollinearity with variable constant".
I have searched the internet to no avail for an answer. When I run the regression without the dummy variables, the OLS works. How can I perform OLS on my data including the dummy variables? Do I have to specify that they are dummy variables somewhere in the code?
SHAZAMHelpWed, 06 Apr 2011 13:52:00 +0000http://community.econometrics.com/question/196/Static Panel Data with identical cross section variableshttp://community.econometrics.com/question/207/static-panel-data-with-identical-cross-section-variables/Hi all,
I am doing a static panel analysis: four independent variables, seven cross sections and a time span of 13 years. I want to include a variable (exchange rate) which varies over time **but** is **identical** (has the same value) for each cross section. Question: Is it possible to use an independent variable in the regression which has an identical value-sequence for all cross section members?
Regards,
P
PanteraWed, 08 Jun 2011 12:12:44 +0000http://community.econometrics.com/question/207/Non Linear Regression Starting Pointshttp://community.econometrics.com/question/201/non-linear-regression-starting-points/What is a good strategy for selecting starting points when setting up a nonlinear regression problem?jkbThu, 05 May 2011 09:55:02 +0000http://community.econometrics.com/question/201/