- Видео 19
- Просмотров 70 538
ddadakas
Добавлен 27 фев 2012
Three ways to get the simple average in excel + an app.
In this video I am showing you how to obtain the simple average in excel using three different ways: 1) using the "average" command 2) installing and using the "Data Analysis Toolpak" and 3) downloading and using my own excel file that provides the same results as the "Data Analysis Toolpak" however with results that update automatically. Visit ddadakas.wixsite.com/home2 for more videos on Applied Quantitative Analysis
Просмотров: 345
Видео
F-Test for linear restrictions in E-views (part 3)
Просмотров 3,3 тыс.7 лет назад
In these videos we see step-by-step how to test restrictions using excel and Stata (see part 1). We replicate the results in SAS, E-views and SPSS (see parts 2-4). Visit ddadakas.wixsite.com/home2 for more videos on Applied Quantitative Analysis
F-test for linear restrictions in SAS
Просмотров 1,8 тыс.7 лет назад
In these videos we see step-by-step how to test restrictions using excel and Stata (see part 1). We replicate the results in SAS, E-views and SPSS (see parts 2-4). Visit ddadakas.wixsite.com/home2 for more videos on Applied Quantitative Analysis
Step-by-step Seemingly Unrelated Regression estimation (part 1 - in excel)
Просмотров 6 тыс.7 лет назад
In these I am showing you how to estimate SUR in excel using matrix algebra. In the videos that follow in the same series we replicate the results with SAS, Stata, SPSS and E-views.
Step-by-step F-test for Linear Restrictions in excel and Stata (part 1)
Просмотров 2,5 тыс.7 лет назад
In these videos we see step-by-step how to test restrictions using excel and Stata (part 1). We replicate the results in SAS, E-views and SPSS
Chow test for structural breaks using SPSS (part 5/5)
Просмотров 10 тыс.7 лет назад
In these videos we see step by step how to identify a structural break using a Chow test. We also examine the same problem using a test for restrictions ( presentations and code for Stata, SAS, E-views, SPSS). Visit ddadakas.wixsite.com/home2 for more videos on Applied Quantitative Analysis
Chow Test for structural breaks using Eviews (part 4/5)
Просмотров 5 тыс.7 лет назад
In these videos we see step by step how to identify a structural break using a Chow test. We also examine the same problem using a test for restrictions ( presentations and code for Stata, SAS, E-views, SPSS). Visit ddadakas.wixsite.com/home2 for more videos on Applied Quantitative Analysis
Structural change using a test for restrictions - using SAS (part 3/5)
Просмотров 1,9 тыс.7 лет назад
In these videos we see step by step how to identify a structural break using a Chow test. We also examine the same problem using a test for restrictions ( presentations and code for Stata, SAS, E-views, SPSS). Visit ddadakas.wixsite.com/home2 for more videos on Applied Quantitative Analysis
Structural Change using a test for restrictions - in Stata (part 2/5)
Просмотров 4,3 тыс.7 лет назад
In these videos we see step by step how to identify a structural break using a Chow test. We also examine the same problem using a test for restrictions ( presentations and code for Stata, SAS, E-views, SPSS). Visit ddadakas.wixsite.com/home2 for more videos on Applied Quantitative Analysis
Structural Change using the Chow Test - in Stata (part 1/5 Chow Test)
Просмотров 21 тыс.7 лет назад
In these videos we see step by step how to identify a structural break using a Chow test. We also examine the same problem using a test for restrictions (Stata, SAS, E-views, SPSS)
Regression analysis in excel using matrix algebra (part 8/8 back to excel)
Просмотров 2488 лет назад
In these videos we learn how we can obtain multiple regression coefficients, standard errors, the anova table, r2 and f statistic using matrix algebra in excel and how we can replicate those results with SAS, Stata and SPSS
Regression analysis in excel using matrix algebra (part 7/8 SPSS)
Просмотров 4678 лет назад
In these videos we learn how we can obtain multiple regression coefficients, standard errors, the anova table, r2 and f statistic using matrix algebra in excel and how we can replicate those results with SAS, Stata and SPSS
Regression analysis in excel using (part 6/8 estimation in Eviews)
Просмотров 1948 лет назад
In these videos we learn how we can obtain multiple regression coefficients, standard errors, the anova table, r2 and f statistic using matrix algebra in excel and how we can replicate those results with SAS, Stata, SPSS and Eviews
Regression analysis in excel using matrix algebra (part 5/8 estimation in SAS)
Просмотров 2298 лет назад
In these videos we learn how we can obtain multiple regression coefficients, standard errors, the anova table, r2 and f statistic using matrix algebra in excel and how we can replicate those results with SAS, Stata, SPSS and Eviews
Regression analysis in excel using matrix algebra (part 4/8 STATA)eo
Просмотров 3228 лет назад
In these videos we learn how we can obtain multiple regression coefficients, standard errors, the anova table, r2 and f statistic using matrix algebra in excel and how we can replicate those results with SAS, Stata, SPSS and Eviews
Stata VidRegression analysis in excel using matrix algebra (part 4/8 STATA)eo
Просмотров 3468 лет назад
Stata VidRegression analysis in excel using matrix algebra (part 4/8 STATA)eo
Regression analysis in excel using matrix algebra (part 2/8 standard errors)
Просмотров 2,5 тыс.8 лет назад
Regression analysis in excel using matrix algebra (part 2/8 standard errors)
Regression analysis in excel using matrix algebra (part 3/8 f,t,r2, anova table)
Просмотров 1,3 тыс.8 лет назад
Regression analysis in excel using matrix algebra (part 3/8 f,t,r2, anova table)
Regression analysis in excel using matrix algebra (part 1/8 obtaining beta coefficients))
Просмотров 8 тыс.8 лет назад
Regression analysis in excel using matrix algebra (part 1/8 obtaining beta coefficients))
Thank you prof!! Helped me in a lot.
Thanks for this video, very helpful
Very helpful Thanks.
What did you do at 3:11 to copy it to all the cells?
Do you have a manual computation for or hand computation of a logistic regression?
Would you share the spreadshet?
I have watched and worked through all of the videos in this series for Excel and they are very good indeed. There are a couple of places where the Excel techniques can be made more efficient but I came for the matrix/regression techniques and I got exactly what I wanted.
What a great video, it make things so easy.
I've only got a grouping variable and a time series variable (stock price over time). Can I still use this test?
Great video! Thanks!
That's a great video, Not only the Chow test, you will learn about testing the H0 and H1 beautifully. You got excellent teaching and elaborating skills. Better than my University professors ....
Great video as always. Please guide us about implementing that test for panel data. www.stata.com/support/faqs/statistics/computing-chow-statistic/ As explained in this link
I couldn't find the video for video 5: SUR estimation in SPSS on RUclips. Can you please send me the link to the video?
Thanks for your guidance sir, it is helpful for me even I applied it and wrote one paper. How do you directly contact you sir.
Greetings, can you give me a simple explanation of how to derive the standard error of regression equation parameters?
Is it necessary to generate the new variables for the product of the dummy with x1 and x2? Instead of creating new variables, could you just do reg y x1 x2 d2 d2#x1 d2#x2 or am I missing something? And same for the test after, could you not say test d2 d2#x1 d2#x2 or does Stata not allow that?
Good Morning and congratulations for your explanations. I write the command "replace" but stata gives me this result: "obs not found" What can I do in this case? Thanks
you forget to divided by N-K for the standard error Thanks a lot for this video by the way!
he already included N-k part at s^2 column formula
hi, thank you so much for this video. could you please explain the easiest way on how to get the BIC or AIC values for this example in excel?
Please can you give an example for a Multiple Breakpoints test? I need help with interpreting my results
your video helped me so much for my assignment.. even my lecturer is not as good. keep up the good work
Thanks for a fabulous video Prof. I just want to ask if it is possible to apply the same steps used in Chow test on the dynamic panel data because as you know, up until Stata 14 you cannot test for structural break on panel data, you only have to test it on time series, so I was wondering if this is possible on Panel Data? Many thanks!
Hi, have you find the answer? i am looking for this.
FANTASTIC video! Thank you very much!
I can't find the videos
when using proc autoreg to use a Chow test, is it neccesary to sort the y data by the class that you are testing a structural break for?
Excellent video and description!
I would like to ask if you can do all the estimations in stata?
Thank you very much for this video. Excellent explanation with relevant examples
Hi, i'm testing the following linear restriction but I get an error saying: ERROR 22-322: Syntax error, expecting one of the following: ;, PRINT. ERROR 76-322: Syntax error, statement will be ignored. Do you possibly see what i'm doing wrong? Your help would be greatly appreciated. This is my code. (working with parantheses didn't work either) proc reg data=work.import; model TEV=indexvolatiliteit etf1 etf2 etf3 etf4 etf5 etf6 etf7 etf8 etf9 etf10 etf11 etf12 etf13 etf14 etf15 etf16 etf17 etf18 etf19 etf20 etf21 etf22 etf23 etf24 etf25 etf26 etf27 etf28 etf29 etf30 etf31 etf32 etf33 etf34 etf35 etf36 etf37 etf38/noint; test etf1/29+etf2/29+etf3/29+etf4/29+etf5/29+etf6/29+etf7/29+etf9/29+etf10/29+etf11/29+etf13/29+etf14/29+etf15/29+etf16/29+etf18/29+etf19/29+etf20/29+etf21/29+etf22/29+etf23/29+etf24/29+etf25/29+etf27/29+etf30/29+etf31/29+etf33/29+etf34/29+etf35/29+etf38/29-etf8/9-etf12/9-etf17/9-etf26/9-etf28/9-etf29/9-etf32/9-etf36/9-etf37/9=0; run;
Please add a detailed video on ARDL using Excel and eviews.
very helpful
Do we need to check variable for break by making it a dependent variable in regression ?
I can´t find the other videos
I will get to them sooner or later!!
would you plz upload the other videos
can you not do the second part in stata?
Yes you can (if I understand your question correctly), the process is a bit more lengthy though. If you want to do the whole test in excel then the best way would be to start with the "linest" command in excel to get the coefficients for all three models. Then use those coefficients to obtain predicted values, residuals and finally, square and sum those residuals for each model to get the RSS. Now you have all you need to complete the whole test, from beginning to the end in excel. See if that works for you, try to replicate the RSS values.