• We’re currently investigating an issue related to the forum theme and styling that is impacting page layout and visual formatting. The problem has been identified, and we are actively working on a resolution. There is no impact to user data or functionality, this is strictly a front-end display issue. We’ll post an update once the fix has been deployed. Thanks for your patience while we get this sorted.

Can someone explain multivariate regression and similar statistical techniques

M

Mark R

Diamond Member
I've just an article sent back to me, saying that my use of several ?² tests was inappropriate, and I should have done a multivariate regression.

I haven't the faintest idea what they are talking about.

Please advise.
 
Originally posted by: Mark R
I've just an article sent back to me, saying that my use of several ?² tests was inappropriate, and I should have done a multivariate regression.

I haven't the faintest idea what they are talking about.

Please advise.
Click to expand...
Multifactor analysis of variance (ANOVA) with linear regressions used to determine effects is probably what they're looking for. Multiple regression is explained pretty well here. The ANOVA will tell you the probability of each term being statistically insignificant (i.e. if the p value output is low, then the term is significant). If the p value for one of the betas is too high (i.e. p>0.05 for most journals), then you would discard the corresponding beta from the y=beta_0+beta_1*x_1+beta_2*x_2+...
 
I guess it depends on how far into it you want to go, and what subject matter you're applying, but Stock and Watson on Econometrics have always been good texts.
 
You must log in or register to reply here.

TRENDING THREADS

Back
Top