Displaying 3 results from an estimated 3 matches for "beta_hat".
2006 Nov 15
1
how to compute p-value?
...R computes p-value in a simple linear
regression model? The reason is that in Matlab in the
function which "evaluate standard errors for multivariate normal
regression", it just provide estimates and standard errors, without giving
out p-value,
It computes t-statistics as follows:
abs(beta_hat/std_beta_hat)
how to go further to get p-value?
Thanks
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2010 May 24
1
Fixed Effects Estimations (in Panel Data)
dear readers---I struggled with how to do nice fixed-effects
regressions in large economic samples for a while. Eventually, I
realized that nlme is not really what I needed (too complex), and all
I really wanted is the plm package. so, I thought I would share a
quick example.
################ sample code to show fixed-effects models? in R
# create a sample panel data set with firms and years
2002 Jan 10
4
Test if beta is different from something other than 0
Is there a function/package that will allow you to test the hypothesis beta1
= x in a
simple linear regression, where x is a constant? The AOV tests if beta1 in
different from
0 but what if I want to know if beta1 one is different from 1?
With best wishes and kind regards I am
Sincerely,
Corey A. Moffet
Instructor
Department of Range, Wildlife, and Fisheries Management
Mail Stop 2125
Texas