Dear all,
I am using the Friedman's test to check for cross sectional dependence.
I am using two models with different variables.
In model A the p value of the Friedman's test is 0.35 and in model B the p value of the Friedman's test is 0.24.
Both results suggest that there is no cross sectionaldependence.
Can also the results suggest that model A ismost proper than B since the p value is higher? Higher value support further the specific choice?
Thank you,
Best,
El.
I am using the Friedman's test to check for cross sectional dependence.
I am using two models with different variables.
In model A the p value of the Friedman's test is 0.35 and in model B the p value of the Friedman's test is 0.24.
Both results suggest that there is no cross sectionaldependence.
Can also the results suggest that model A ismost proper than B since the p value is higher? Higher value support further the specific choice?
Thank you,
Best,
El.
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