I watched this when I first started studying for my exam and had no clue what you were talking about. Now that I have read all of my lecture notes and come back to this I have found that you explain things in a way that has hit the concepts home more strongly for me. I wish you elaborated a little bit more on all of the aspects but all in all very helpful! Thanks!
I wish he would as well. Thank you for making this video Matt but it is definitely not for beginners or for those of us that are lost and trying to find a learning foundation.
Not by hand, that is for sure. I used a program called StatMac Plus. However, there are numerous regression tools for Excel. SPSS is what I used in university. These programs simply require you to highlight a time series for your independent and dependent variables. It then produces the analysis in the format shown in the video. All programs return results in a similar format. Did that answer your question?
Dear Matt, Thanks for the video, it helped me a lot. However, I believe you made a small mistake explaining the Standard Errors. They are not the Estimated Y Variance but the Residual's Variance. Once again, thanks, Best Regards
Thank you for the video! May i ask what does it mean by standard error in each intercept and x? may i know the relation of this standard error to the amazon stock prize and snp500?
Please help Question 1 (20 marks) There is a growing interest among political economists in the factors which influence civil strife (e.g. civil wars, guerrilla wars, terrorism, etc.). Some researchers feel that civil strife may be related to environmental factors (e.g. shortages of clean water and good farmland, deforestation, etc.) as well as political and economic ones. In order to investigate this hypothesis, the data from N = 91 countries were collected on the following variables: Y = number of lives lost due to civil strife in the last 10 years. X1 = average annual GDP growth over the last 10 years (measured as a percentage so that a value of, say, 2 means average annual GDP growth of 2%). X2 = an index of environmental scarcity. (Precise details of the definition of this variable are unimportant; note only that it is a number between 0 and 100 and higher values of this variable indicate more environmental scarcity problems.) D = a dummy variable which equals 1 if the country is a democracy, and equals 0 otherwise. Moreover, another variable, Z = X2 ( D, was constructed , and ran a regression of Y on X1, X2, D and Z. Results from this regression are given below in OUTPUT 1. Use these regression outputs to write a brief report on the effect of environmental, political, and economic factors on civil strife. Your report should include: Estimated regression equation A discussion of how coefficient estimates can be interpreted. A discussion of the statistical significance of your results. A discussion of what light the results shed on the question of interest (i.e. the effect of environmental, political, and economic factors on civil strife). Anything else that you would like.
PLEASE ANSWER MY QUESTIONS!!! I have 2 questions: 1)I dont get it that alpha must be zero according to Capm assumption. Because, it accepts efficient market hypothesis. But we can get alpha that different than zero mathematically. 2) In asset pricing model, everybody says we estimate returns. My question is what are we estimate in asset pricing models? What I understand that we use past data of stocks as expected returns to estimate coefficient and after that we look results to say whether the factors used in model significant to explain stock returns. And if the factor significant, what are we gonna get?
How did you generate the regression statistics table. I used to use windows and i know how to do it with windows, but now i use mac and i haven't figured out how to create a linear regression with excel for mac.
I didn't "make the residual plot" do anything. The data is the data and should not be manipulated. You might be asking how I connected the dots? That is simply a graphing function in Excel. It is a marked line chart.
Hey, thanks a lot for this awesome video! I'm just getting into regression and I'm currently struggling with an exercise I hope you can help me out? My overall model seems to be significant as I have a R² value of 0,76 and a F-value way below zero. Coefficient of x1 is 0.44 with a p-value of 0.11 (so not significant) and x2 has a coefficient of 0.23 and a p value of 0,002 (significant). I am wondering now what this actually means. I guess this results are due to multicollinearity (values of 0,8) but do I need to exclude now the not significant variable from the model?
Hi there! thanks a lot for the video, it's really easy to understand. I'm doing a somewhat related research right now on Hang Seng index. Would you mind suggesting any sources that you have taken the data from, please.
A very helpful video but i have one question, I am trying to do the same in Windows but it doesn't calculate all these measurement. I want to know how X variable is calculated in the line formula, cause instead of a value i just have "x" ?
Sir make video on residual analysis in simple regression model Inside it please also explain hypothesis assumptions for regression coefficients I am unable to understand from book
Hi, my question is how to find out Modified Apelblat Equation parameters like A, B AND C by multivariate regression analysis either by using microsoft EXCEL or by software. As i unable to proceed it.
Hi, my question is how to find out Modified Apelblat Equation parameters like A, B AND C by multivariate regression analysis either by using microsoft EXCEL or by software. As i unable to proceed it.
I watched this when I first started studying for my exam and had no clue what you were talking about. Now that I have read all of my lecture notes and come back to this I have found that you explain things in a way that has hit the concepts home more strongly for me. I wish you elaborated a little bit more on all of the aspects but all in all very helpful!
Thanks!
I wish he would as well. Thank you for making this video Matt but it is definitely not for beginners or for those of us that are lost and trying to find a learning foundation.
How can you explain so clearly in 6 minutes what my lecturers cannot in 2 hours D: Thank you!
mine couldn't explain in one whole fucking semester..
mine never even bother to explain
damn right!
Mine was speaking in Chinese, only at the end of the semester I found out he was speaking English
Thank you! This was exactly what I was looking for. I had to search through a million videos! You explained it perfectly!
Thank you so much, you are so clear, way better than my professors!
Very simple. This is extremely helpful for someone who is starting to study this.
Thanks - trying to get my head around stats and this helped so much - perfect, I have looked at a hundred other vids and this was by far the best
You are very welcome. Thank you for the kind words!
this is the best thing that happened in my life! thx a lot
Made it simple and easy to understand. Especially for Beta calculations using regression!
This was so much help!!! Thank you =))) Now I got clear the small questions I had in my mind.
Thank you. Straight to the point.
Not by hand, that is for sure. I used a program called StatMac Plus. However, there are numerous regression tools for Excel. SPSS is what I used in university.
These programs simply require you to highlight a time series for your independent and dependent variables. It then produces the analysis in the format shown in the video. All programs return results in a similar format.
Did that answer your question?
Yes, that occurs occasionally. Attempt to find a rationale for why that might be. It is a good exercise in understanding.
Excellent! Thank you Matt.
Very good explanation Matt.
Excellent review of my stats class!
You’re amazing, thank you kindly! ❤️🙂
Thanks for the help. I needed this....
Dear Matt,
Thanks for the video, it helped me a lot. However, I believe you made a small mistake explaining the Standard Errors. They are not the Estimated Y Variance but the Residual's Variance.
Once again, thanks,
Best Regards
Thank you for the video!
May i ask what does it mean by standard error in each intercept and x? may i know the relation of this standard error to the amazon stock prize and snp500?
Please help
Question 1 (20 marks)
There is a growing interest among political economists in the factors which influence civil strife (e.g. civil wars, guerrilla wars, terrorism, etc.). Some researchers feel that civil strife may be related to environmental factors (e.g. shortages of clean water and good farmland, deforestation, etc.) as well as political and economic ones. In order to investigate this hypothesis, the data from N = 91 countries were collected on the following variables:
Y = number of lives lost due to civil strife in the last 10 years.
X1 = average annual GDP growth over the last 10 years (measured as a percentage so that a value of, say, 2 means average annual GDP growth of 2%).
X2 = an index of environmental scarcity. (Precise details of the definition of this variable are unimportant; note only that it is a number between 0 and 100 and higher values of this variable indicate more environmental scarcity problems.)
D = a dummy variable which equals 1 if the country is a democracy, and equals 0 otherwise.
Moreover, another variable, Z = X2 ( D, was constructed , and ran a regression of Y on X1, X2, D and Z. Results from this regression are given below in OUTPUT 1.
Use these regression outputs to write a brief report on the effect of environmental, political, and economic factors on civil strife. Your report should include:
Estimated regression equation
A discussion of how coefficient estimates can be interpreted.
A discussion of the statistical significance of your results.
A discussion of what light the results shed on the question of interest (i.e. the effect of environmental, political, and economic factors on civil strife).
Anything else that you would like.
PLEASE ANSWER MY QUESTIONS!!!
I have 2 questions:
1)I dont get it that alpha must be zero according to Capm assumption. Because, it accepts efficient market hypothesis. But we can get alpha that different than zero mathematically.
2) In asset pricing model, everybody says we estimate returns. My question is what are we estimate in asset pricing models? What I understand that we use past data of stocks as expected returns to estimate coefficient and after that we look results to say whether the factors used in model significant to explain stock returns. And if the factor significant, what are we gonna get?
Thanks , it is really clearly
How did you generate the regression statistics table.
I used to use windows and i know how to do it with windows, but now i use mac and i haven't figured out how to create a linear regression with excel for mac.
Extremely Clear!
Hi, i was wondering how you managed to make your residual plot look like it does. Mine is just a boring set of dots with a trend line
This video is very educative.
I didn't "make the residual plot" do anything. The data is the data and should not be manipulated. You might be asking how I connected the dots? That is simply a graphing function in Excel. It is a marked line chart.
This is so helpful. Thank you so much!
Hey,
thanks a lot for this awesome video! I'm just getting into regression and I'm currently struggling with an exercise I hope you can help me out?
My overall model seems to be significant as I have a R² value of 0,76 and a F-value way below zero. Coefficient of x1 is 0.44 with a p-value of 0.11 (so not significant) and x2 has a coefficient of 0.23 and a p value of 0,002 (significant). I am wondering now what this actually means. I guess this results are due to multicollinearity (values of 0,8) but do I need to exclude now the not significant variable from the model?
well explained briefly..
Hi there! thanks a lot for the video, it's really easy to understand. I'm doing a somewhat related research right now on Hang Seng index. Would you mind suggesting any sources that you have taken the data from, please.
can i ask if my regression model if for office space pricing purpose, whether it is logical when my intercept (constant) is negative......thanks.
How did you calculate the residuals?
really helpful, thank you
Controls to avoid spurious correlation?
A very helpful video but i have one question, I am trying to do the same in Windows but it doesn't calculate all these measurement. I want to know how X variable is calculated in the line formula, cause instead of a value i just have "x" ?
thanks a lot man, great video
what's the optimal hedge ratio?
How to differentiate R square and F statistics?
Thanks!! So useful!
website not available. Ugh! I'm lost (still).
Very good!!!!
Sir make video on residual analysis in simple regression model
Inside it please also explain hypothesis assumptions for regression coefficients
I am unable to understand from book
Hi, does this work for nonlinear regression?
Do you have a free template we can use that’s just like this one?
Thank you.
what if, say, the intercept was not rejected, and the slope was rejected?
Hi,
my question is how to find out Modified Apelblat Equation parameters like A, B AND C by multivariate regression analysis either by using microsoft EXCEL or by software. As i unable to proceed it.
Good to hear!
Thanks!
Can we change degrees of freedom
can anyone give an interpretation of the coefficients? What do they mean?
job well done
but how you get result before ?
I need your help in analyzing my data.. Please if you can?
thanks for the plain english explanation lol. Sometimes I feel my teacher is speaking russian
thank you so much
HELPFUL!
how to account for the statisticalsignificance of coefficients??????????????????????
please i would really appreciate it if you replied to my comment
No problem!
Did not understand. Was not clear. Should have also broke direct relationships.
Thnx!!!
You sound like you'd love teaching...
세븐틴전원우정보를알고싶습니다.ㅋ
Statsmac Plus. It is free.
how to get *0.041714988?
that's the S&P 500 index
No fluff. Str8 steak.
I don’t like that you didn’t explain what things are
explanatory
A little more explanation of variables would be more helpful. Sometimes, your usage of words is not simple. :/
Am I listening to Jesse Pinkman?
Hi,
my question is how to find out Modified Apelblat Equation parameters like A, B AND C by multivariate regression analysis either by using microsoft EXCEL or by software. As i unable to proceed it.