FGLS and PCSE: Removing serial correlation, heteroskesticity and csd

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  • Опубліковано 5 жов 2024

КОМЕНТАРІ • 29

  • @asharawan7331
    @asharawan7331 3 роки тому +3

    type force after corr(ar1) it will solve the problem you search at the end of video. your lecture was amazing, i learned alot.

  • @emmanuelarthur8088
    @emmanuelarthur8088 Рік тому +1

    Awesome Prof., your step-by-step presentation really opened up to me, a lot of things I have read but could not understand. I am really grateful

  • @tochukwuideba693
    @tochukwuideba693 11 місяців тому +1

    I have been waiting for your comment ever since this announcement. Thank you so much Chorko. I love your content, sir. Dey give us gbasgbos

  • @ks12253
    @ks12253 2 роки тому

    I'm so grateful to find your videos. You are superb. Thank you.

  • @phdpablo2819
    @phdpablo2819 3 роки тому +2

    Multicollinearity does not cause bias and heteroscedasticity does not necessarily originate due to lack of normality

  • @parfaitberi3974
    @parfaitberi3974 2 роки тому

    Insightful video. Thank you!

  • @victor891107
    @victor891107 Рік тому

    Excellent video

  • @ritapintovieira
    @ritapintovieira 3 місяці тому

    Hello Prof. I'm learning a lto with some of your videos. Thanks. But can I ask you about the step: "local df=e(N_g)-1" - WHY it was necessary to do it?! And also the step "lrtest hetero homo, df(104)" - WHY 104? From where it comes this value 104??? THANKS so MUCH :)

  • @cengizhanguler4994
    @cengizhanguler4994 3 роки тому

    tremendous lecture! thank you

  • @CrowdeLad
    @CrowdeLad Рік тому +1

    I want to know why d(104)? Is it valid for all types of observations?

  • @nararyathirafi6754
    @nararyathirafi6754 3 роки тому

    amazing, thank you so much!

  • @shikhamalhotra29
    @shikhamalhotra29 2 роки тому

    the best on you tube

  • @ahlamahlam-yn2sy
    @ahlamahlam-yn2sy Рік тому

    From where can i upload the pdf

  • @renukakumawat6540
    @renukakumawat6540 2 роки тому +1

    in LR test command: lrtest hetero homo, df (104)...why 104 taken ?pls reply

    • @ugurarslan3963
      @ugurarslan3963 2 роки тому

      any solution for this mam?

    • @renukakumawat6540
      @renukakumawat6540 2 роки тому

      @@ugurarslan3963 actually my question was how did you calculate df (degree of freedom). But now I managed to find the answers. thanks. Now I have a question that is there any POSTESTIMATION available for PCSE in stata?

    • @inderpalsingh7109
      @inderpalsingh7109 2 роки тому

      @@renukakumawat6540 can you explain, how this 104 calculated?

    • @renukakumawat6540
      @renukakumawat6540 2 роки тому

      @@inderpalsingh7109Try these two commands: FIRST THIS COMMAND local df=e(N_g)-1 AND NEXT THIS COMMAND
      display e(N_g)-1 . I hope this works.

    • @inderpalsingh7109
      @inderpalsingh7109 2 роки тому

      @@renukakumawat6540 yes this works for me
      thanks

  • @anuradhasaikia9305
    @anuradhasaikia9305 2 роки тому

    is PCSE for T>N?

    • @alikaraca163
      @alikaraca163 Рік тому +1

      No. If T>N FGLS and if N>T PCSE

    • @naiyaghata
      @naiyaghata 8 місяців тому

      @@alikaraca163 thank you, what theory explains this?

  • @eyuptanil4285
    @eyuptanil4285 2 роки тому

    ı think you should expand your data, because you haven't enough data. your time dimension too short

  • @inderpalsingh7109
    @inderpalsingh7109 2 роки тому

    From where can i upload the pdf