Excellent, thanks!
Stefano
Announcement
Collapse
No announcement yet.
7 results in 0.0068 seconds.
You can also choose from the popular tags.

Stefano Lombardi replied to Equality of regression coefficients when estimating regressions with same covariates and different outcomesin GeneralHi,
thank you to both for the replies.
Here's a minimal working example for the "stacked approach", without using...Last edited by Stefano Lombardi; 19 Dec 2019, 10:30.
 6 posts
Leave a comment:

Stefano Lombardi started a topic Equality of regression coefficients when estimating regressions with same covariates and different outcomesin GeneralEquality of regression coefficients when estimating regressions with same covariates and different outcomes
Consider a setting where the RHS of the two equations is identical, what is different is the LHS outcome:
Regression 1:
Code:\[ y = a +
Last edited by Stefano Lombardi; 19 Dec 2019, 06:52.
 6 posts

Hi, of course, it makes total sense. Thanks!
Best wishes,
Stefano
 7 posts
Leave a comment:

Hi Fernando,
thanks for your answer, indeed your code returns almost the same result as areg (including the RMSE). The only part that is...
 7 posts
Leave a comment:

Hi Fernando,
thanks a lot for your reply. I am not planning to extend areg, but I would like to understand the underlying mechanics within...
 7 posts
Leave a comment:

Standard error intercept, FrischWaugh theorem
Hi all,
I am applying the FrischWaughTheorem to partial out a set of fixed effects D and get the OLS estimates and standard errors of the...
 7 posts
Leave a comment: