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(SPSS 25) How to perform one Sample T Test
A one sample t-test allows us to test whether a sample mean significantly differs from a hypothesized value or not?. First, we calculate the mean of the sample ((X) ̅) and compare it with population mean. (µ).
Steps:
Hypothesis Testing:
Null Hypotheses (HN): There is no difference between the sample mean and population means. Or the sample means will be equivalent to the population mean.
Alternative Hypotheses (HA): There is a significant difference between the sample mean and population means.
HN: µ = 100
HA: µ ≠ 100
Select a significant level a=0.05
Calculate df of one sample:
Df =n-1, where n=number of observation and k=number of variables
Identify the Test Statistics (t or Z)
Formulate a decision rule or Guideline.
State the results and arrive at a decision
Do not Reject HN Or
Reject HN and accept HA
Переглядів: 201

Відео

(SPSS 25) How to Perform Dependent Sample T Test or Paired T Test
Переглядів 622 роки тому
Here we have Ten obese individuals were recruited for the experiment. In order to reduce inter-individual variability was decided to administer Drug A to all the recruited patients. Therefore, each patient was weighted at the beginning of the experiment. Administrated Drug A for six months and then weighted again after six months. Here we have to state the hypotheses as: •Null Hypotheses (HN): ...
(SPSS 25) How to Perform Two-Way ANCOVA easier interpretation
Переглядів 7642 роки тому
If you like this video give it a thump up and to see more videos subscribe to my channel. The aim of using two-way ANCOVA is to test the impact of the three levels of socioeconomic status on dependent variable read. The three levels are going to be measured on read variable. We use covariate write, so we want to eliminate the effect of the covariate on the dependent variable read. Also, we have...
(SPSS 25) How To Perform One-Way ANCOVA with interpretation in 20 minutes.
Переглядів 2182 роки тому
In this video I am going to show how to run one Way ANCOVA and How to test the assumptions and interpret the outcome. ANCOVA Technique usually use when we want to see the impact of interaction controlling by another scale variable ANCOVA significantly reduces the error variance compared with ANOVA. In ANCOVA include one variable is categories (Nominal) such as the three levels of categorical (l...
(SPSS 25) How to Perform Two Way ANOVA model 2
Переглядів 542 роки тому
In this session, I am going to show the two-way ANOVA when you have two categories (Drug and Membrane(with two or more categories in each) and one dependent variable (permeability). The aim of this study is to find the effect of the two independent variables on the dependent variable. It requires the data to be normally distributed but do not worry if your data is not normally distributed at th...
(SPSS 25) How to Perform and interpret Two Way ANOVA model 1
Переглядів 2273 роки тому
If you like this video please share, like, subscribe, comment, and notification to get more videos on my channel The two-way ANOVA compares the mean differences between groups that have been split into two independent variables (called factors). You need two independent categorical variables and one continuous dependent variable Assumptions • Dependent variable is either interval or ratio (cont...
(SPSS 25) Correlation Analysis one-tailed and two-tailed Tests with interpretation in 15 minutes
Переглядів 6 тис.3 роки тому
If you like this video please share, like, subscribe, comment, and notification to get more videos on my channel. Two-tailed only says there is a correlation but it can not say the Direction or it can not say the type of correlation. That is whether negative or positive. One-tailed Test: can say the exact relation of correlation between two variables. That means whether the relation is positive...
(SPSS 25) The interpretation of multiple regression analysis with diagnostic Model1
Переглядів 2333 роки тому
If you like this video please share, like, subscribe, comment, and notification to get more videos on my channel In this session, I will show you how to develop multiple Linear Regression in SPSS, interpret the outcome, and finally test the Residual Diagnostics such as Serial correlation, Heteroscedasticity, and normal distribution. and how to remove it from the model, because these problems ar...
(SPSS 25) Simple Linear Regression Analysis with interpretation
Переглядів 1723 роки тому
If you like this video please share, like, subscribe and comment to get more videos on my channel. In this session, I will show you how to develop simple Linear Regression in SPSS, interpret the outcome, Video link: ua-cam.com/video/NlKNP9PXdQY/v-deo.html Follow me on: skype account join.skype.com/invite/yQkE9CyrGx9M Linked Account: www.linkedin.com/in/majeed-hussain-4a29ba131 Facebook AC: face...
( SPSS 22) How to draw a graph in 15 minutes. .
Переглядів 483 роки тому
If you like this video please share, like, subscribe, comment, and notification to get more videos on my channel.. Follow me on: skype account join.skype.com/invite/yQkE9CyrGx9M Linked Account: www.linkedin.com/in/majeed-hussain-4a29ba131 Facebook AC: public/Majeed-Hussain instagram majeed.hussain.3 opy right Use of the information on this publication/website is at y...
(SPSS 25) How to create variables , entering and import data .
Переглядів 3023 роки тому
If you like this video please share, like, subscribe, comment, and notification to get more videos. In this session, I am going to show an introduction to SPSS.So now I am using SPSS software version 22. This introduction is more for people who had little experience with SPSS, in future sessions we will get more advance. What is SPSS? it is the Statistical Package of Social Science(SPSS) used f...
(EViews 10) How to perform ARCH and GARCH model with interpretation model 2
Переглядів 1,2 тис.3 роки тому
If you like this video please share, like, comment, and subscribe for more videos The classical theories and asset pricing model assume Volatility is constant over the period. However, most of the financial data exhibited any one or more of the following features: 1. Volatility clustering • Some periods are high volatile while others are less. • Big shocks (residuals) tend to follow big shocks ...
(EViews 10)How to measure a good Regression model 1
Переглядів 3283 роки тому
If you like this video please share, like, subscribe, comment, and notification to get more videos on my channel The best model can be only as good as the variables measured by the study. The results for the variables you include in the analysis can be biased by the significant variables that you don’t include. we'll review some common statistical methods for selecting models. The research team...
(EViews10) Panel Data Analysis Pooled OLS (POLS), Fixed effect (FEM), and Random Effect (REM) Models
Переглядів 40 тис.3 роки тому
If you like this video please share, like, subscribe, comment, and notification to get more videos on my channel In this video, I am going to show how to select the best model out of the three regression models Pooled Regression Model Fixed effect Model Random effect model and Hausman Test. The variable we used in this video is Money Demand (M3) Consumer Price Index (CPI) (Not FDI (sorry about ...
(EViews 10) How to Perform Panel VAR model in Panel Co integration Model
Переглядів 1,5 тис.3 роки тому
If you like this video please share, like, subscribe, comment, and notification to get more videos on my channel Vector auto regression (VAR) is a statistical model used to capture the relationship between multiple quantities as they change over time. ... VAR models generalize the single-variable (univariate) auto regressive model by allowing for multivariate time series. VAR models are often u...
(EViews 10) How to Perform Panel Fully modified OLS (FMOLS) in Panel Co integration Model 2
Переглядів 9463 роки тому
(EViews 10) How to Perform Panel Fully modified OLS (FMOLS) in Panel Co integration Model 2
(EViews 10) How to Perform Panel Co integration Test Model .
Переглядів 4413 роки тому
(EViews 10) How to Perform Panel Co integration Test Model .
(EViews 10) Auto regressive Distributed Lag (ARDL) and ECM Model Estimation
Переглядів 30 тис.3 роки тому
(EViews 10) Auto regressive Distributed Lag (ARDL) and ECM Model Estimation
(EViews 10) Johansen Test of co-integration and VECM Model 2
Переглядів 2 тис.3 роки тому
(EViews 10) Johansen Test of co-integration and VECM Model 2
(EViews 10) How to select lag length criteria
Переглядів 4,9 тис.3 роки тому
(EViews 10) How to select lag length criteria
(EViews 10) Estimate Money demand function (M3) in the economy.
Переглядів 3783 роки тому
(EViews 10) Estimate Money demand function (M3) in the economy.
(EViews 10) Johansen Test of co-integration Model 1
Переглядів 2303 роки тому
(EViews 10) Johansen Test of co-integration Model 1
(EViews 10) How to generate first and second difference
Переглядів 1,8 тис.3 роки тому
(EViews 10) How to generate first and second difference
(EViews 10) How to convert the variables to stationary.
Переглядів 2,2 тис.3 роки тому
(EViews 10) How to convert the variables to stationary.
(EViews 10) Unit Root Testing for stationary
Переглядів 4463 роки тому
(EViews 10) Unit Root Testing for stationary
(EViews 10) How to generate lags for variables in the data
Переглядів 4,6 тис.3 роки тому
(EViews 10) How to generate lags for variables in the data
(EViews 10) How to construct CUSUM and CUSUMSQ Model in ARDL Model
Переглядів 9863 роки тому
(EViews 10) How to construct CUSUM and CUSUMSQ Model in ARDL Model
(EViews 10) How to Estimate Linear Regression Model with interpretation.
Переглядів 10 тис.3 роки тому
(EViews 10) How to Estimate Linear Regression Model with interpretation.
(EViews 10) How to perform ARDL and ECM Model with dummy variables Model 2
Переглядів 6 тис.3 роки тому
(EViews 10) How to perform ARDL and ECM Model with dummy variables Model 2

КОМЕНТАРІ

  • @seblewongelwasihun776
    @seblewongelwasihun776 14 днів тому

    ❤❤❤❤❤🎉

  • @cubeaktamizhaa3506
    @cubeaktamizhaa3506 Місяць тому

    Nice explanation. 🎉🎉🎉🎉❤❤

  • @patrickmukomeza3549
    @patrickmukomeza3549 Місяць тому

    Good explanations

  • @patrickmukomeza3549
    @patrickmukomeza3549 Місяць тому

    Good explanations

  • @OyindaOladeji
    @OyindaOladeji 2 місяці тому

    Thank you sir

  • @husseinawdalkrem5710
    @husseinawdalkrem5710 3 місяці тому

    Thanks a million for sharing this great video can l get the pdf file please?

  • @nkn0188
    @nkn0188 4 місяці тому

    Thank you so much for your video. This helps me a lot in doing my thesis ❤❤❤

  • @Sarah17_
    @Sarah17_ 4 місяці тому

    since my data mostly not significant and need to re-run many times, i had a mental breakdown, worried how to run my data for the past few days before i found your video. thank you sir. may God bless you!

  • @youssoufkeita8534
    @youssoufkeita8534 4 місяці тому

    This is a phenomenal experience with you Sr...Well explained

  • @olamelekanonasanya4498
    @olamelekanonasanya4498 5 місяців тому

    wonderful

  • @sevinefel5072
    @sevinefel5072 5 місяців тому

    Why we need to use lah gdp for the equation?

  • @drashtichoudhart1129
    @drashtichoudhart1129 6 місяців тому

    thank you, this vedio really healped a lot

  • @bashirabdimohamed7040
    @bashirabdimohamed7040 7 місяців тому

  • @Samaelganzoury
    @Samaelganzoury 7 місяців тому

    Thanks for the informative tutorial. I would like to ask about the name of the statistical test the assesses the significance of the correlation (whether one-tailed or two tailed). Is it z-test?

  • @elhajemouhamed6972
    @elhajemouhamed6972 8 місяців тому

    thank you sir

  • @hasinazoe3997
    @hasinazoe3997 8 місяців тому

    for fixed and random effect models, there must be different constants for different individuals, so why is there only one constant?

  • @julio4773
    @julio4773 9 місяців тому

    porque solo aparece los últimos años y no desde el comienzo

  • @AnumGulzar-iy7tl
    @AnumGulzar-iy7tl 9 місяців тому

    Respected sir, can you tell us, where are you from collected the data? Because Your results are ideal

  • @rasalingamsabi1504
    @rasalingamsabi1504 10 місяців тому

    Thank you for your explanation.... 😊

  • @ravichandrankk851
    @ravichandrankk851 10 місяців тому

    Excellent explantion sir Please send your notes in MS Word for my reference

  • @marwahassan3891
    @marwahassan3891 11 місяців тому

    Thank you, I have 2 questions First: can I estimate panel var model for 3 variables or just for 2 variables? Second: is durbin Watson test important in this model to compare with R square or not ?

  • @aladiresoliu268
    @aladiresoliu268 Рік тому

    Well done Sir, But would you kindly check this again, you forgot to remove the estimator from Fixed this estimated Fixed effect output as same as Pool Output. You can check around 9 Minutes upward Sir

  • @Dow-Charts
    @Dow-Charts Рік тому

    Thankss

  • @sd160
    @sd160 Рік тому

    Thank you very much! This video is great it made it so clear to me, helping me out with the empirical part of my thesis!! You saved me, no other video on youtube for POLS, FEM and REM is like this one. Im so thankful!! TOP.

    • @Catlovermeow-n8t
      @Catlovermeow-n8t 10 місяців тому

      hi did you perform the classic assumption like heteroscedascity, autocorrelation, and multicollinearity?

  • @saimon2fx
    @saimon2fx Рік тому

    Great video Sir

  • @JOMix1994
    @JOMix1994 Рік тому

    Thank you very much

  • @Koketso_T
    @Koketso_T Рік тому

    Id stand for what under cross section ID series?

  • @HasanAlBanna-n4l
    @HasanAlBanna-n4l Рік тому

    Thank you so much sir. Very clear explanation.

  • @evelynogbonmwan702
    @evelynogbonmwan702 Рік тому

    Thank you very much

  • @HuyBui-zq2xh
    @HuyBui-zq2xh Рік тому

    Thank you, sir for a very careful explanation. I have a question: at 21:43, for the level equation, why do we use "Case 3: Unrestricted Intercept, no trend"? Is it default to use Case 3?

  • @AyeshaSaqib-t8c
    @AyeshaSaqib-t8c Рік тому

    If the value of ecm is not negative but statiscally significant and smaller than 1 what does that mean?

  • @seven0seven0
    @seven0seven0 Рік тому

    best explanation i've come across thank you

  • @drakulax52
    @drakulax52 Рік тому

    If data has a negative value I can to do log, what to do? variables are in percentage

  • @tinaparate5400
    @tinaparate5400 Рік тому

    1) How can I conduct a CUSUM & CUSUM SQUARE test using 10% Significance level? 2) Are both essential or any one is fine Thanks

  • @mariamfarouk9551
    @mariamfarouk9551 Рік тому

    It is useful video, Thank you

  • @wulan4607
    @wulan4607 Рік тому

    Hey sir I'm having a hard time when I try apply ARDL models .I did stability test but for QUSUM its shows the models is stable (the blue line didn't cross the red line ) but the QUSUM SQUARE, the blue line cross the red line lil bit . What do u think I should do or u can suggest ? 🥲

  • @dhakaramkadel3671
    @dhakaramkadel3671 Рік тому

    The short-run data is not described. In which table is it? And what is the short-run effect of the independent to dependent variable?

  • @JAIMEVEGA-ze2pq
    @JAIMEVEGA-ze2pq Рік тому

    Good explanation

  • @muneebsagheer423
    @muneebsagheer423 Рік тому

    In the short run we have only three variables results while in the long run we have all variables results. How we can find the missing variables results in the short run?

  • @saumyamishra3176
    @saumyamishra3176 Рік тому

    Thank sir for this tutorial. I have one query while finding the lag length criteria do we have to right all the variables in the endogenous variable box or just the dependent variable of our model..?

  • @tishasolis3685
    @tishasolis3685 Рік тому

    Hi lecturer, Do I need to perform unit root test, heteroskedasticity, multicollinearity, and autocorrelation? If yes, my main independent variable is not stationed on all levels of ADF. how do you think I should proceed?

    • @Catlovermeow-n8t
      @Catlovermeow-n8t 10 місяців тому

      hi do you have an answer for this? i have the same question?

  • @bellisma77
    @bellisma77 Рік тому

    Can i start using the analysis if i have missing data?

  • @wondimumekonnen1769
    @wondimumekonnen1769 Рік тому

    great

  • @assessorpontealdia4172
    @assessorpontealdia4172 Рік тому

    Thanks

  • @entrepreneuriatrecherchesetcon

    Nice presentation

  • @Laitnhoney
    @Laitnhoney Рік тому

    Thank a Million Sir. This video has helped clear all confusions am having with ARDL model.

  • @arfaibtissem8830
    @arfaibtissem8830 2 роки тому

    thank you for the video ! but if i have three dummy variables how to introduce them in the equation, is it the same way as introducing one dummy variable ?

  • @nisreenaz6562
    @nisreenaz6562 2 роки тому

    Thank you

    • @aec7787
      @aec7787 2 роки тому

      Thanks, Nisreen.Good Luck

  • @farihanuva
    @farihanuva 2 роки тому

    hi sir. hope you are doing well. i wanted to ask how to remove the auto correlation problem/multi collinearity problem of panel data if there is any? also what to do if the results show the relation between independent and dependent variables is insignificant? thank you.

    • @aec7787
      @aec7787 2 роки тому

      hi FRIHA. Thank you for your comments. subscribe and see more related videos on my channel. Multicollinearity is not a major issue in panel data where heterogeneous entities (countries) exist. However, correlation matrix or VIF are useful tests to confirm any problematic Multicollinearity.

  • @ashleylanga98
    @ashleylanga98 2 роки тому

    Thank you sir

    • @aec7787
      @aec7787 2 роки тому

      Thanks for your comment