--- Anita Sayal wrote:
> I did at levels model failed by F-stat..I did the
> diagnostics and found some variables kdensity is
> skewed ..So I did both LHS and RHS in logs, F-stat now
> good but coefficients are still insignificant..
The F-statistic tests whether all coefficients (except
the constant) are simultaneously equal to zero. Your
case is that the F-statistic is significant, but the
t-statistics indicate that each coefficient taken
separately is insignificant. This is usually a sign
of multicolinearity. Look at the correlation between
the explanatory variables. If they are high, you can
either decide to leave a variable out (if variables
are highly correlated they might just measure the same
thing) or try -orthog- or try ridge regression
(-findit ridge regression-).
Hope this helps,
Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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