Recent content by monsmatglad

Hey. I am running regression on panel data. I test different approaches using Stata. When using "population-averaged" no squared R measures are reported. The approach is equal to running a regular linear regression on the panel data, and according to my professor, a squared R is statistically...

Hi. I am currently studying the market for equity options and the use of these to predict stock return around company earnings announcements. The dependent variable in my regression analyses have been the relative change in stock price or log-return from the day before the announcement to...

I have about 50 different "individuals" and (optimally) 20 observations for each. the "individuals" are chosen based on a list of the 50 largest US, public companies at the time of the first observation. Do you see any immediate reasons for concern, based on this information (if I am using this...

Is it possible to use probit or logit models on panel data? Mons

Hey. I am planning on doing some research, where I predict a change based on different types of risk. The question is simple. Can I use values of standard deviation as independent variables in a linear regression analysis (OLS)? The standard deviation values over time will be calculated in...

Homework Statement I for some reason can't seem do become sure of this. There are 2 variables x and y. And two constants, a and c, which are both positive. Homework Equations x+2y ≤ (3/4)*(a^2/c) x + 2y < a The Attempt at a Solution Does this mean that: (3/4)*(a^2/c) < a ? Mons

I am working on Value at Risk and expected shortfall/conditional Value at Risk.The formula I have is this: What I do not understand is numerator of the second part. If for example I want to look at an expected shortfall when p=0.01 (ignoring the average and the standard deviation). what value...

I have a time series model constructed by using ordinary least square (linear). I am supposed to provide some general comments on how one would improve the robustness of the analysis of a time series model (in general). Are there any general advice apart from expanding data, making it more...

Say one has a regression result (ols) with significant coefficients for all independent variables. Then a new variable (Z) is added. This new variable is either something that reveals a spurious relationship among one of the initially included variables (x) and the dependent variable (y), or...

oops.. Was supposed to be "non-interaction"

I am studying mean-centering for multiple linear regression (ols). Specifically I'm talking about the situation when there is interaction. When centering variables for a regression analysis, my literature tells me that the coefficients do not change? But when there is some sort of interaction...

Hm, that feels odd. The text tells me to show all the approaches in order to illustrate that they provide the same result. Mons

Today at 1:52 AM#3 https://www.physicsforums.com/members/stonetemplepython.613025/ Thank you for the answer! The reason why I am trying to find an answer by this approach is that an assignment I'm working on explicitly tells me to find the value of the project by 4 different approaches. One of...

Did not find any "place" for this question, but hopefully someone will be able to give me some help with this. corporate tax: Tc= 25% return on debt: rD=4% return on assets = rA= 10% Debt as amount of total value: D/V = 0.6 Equity as amount of total value = E/V = 0.4 A perptual cashflow before...