由买买提看人间百态

boards

本页内容为未名空间相应帖子的节选和存档,一周内的贴子最多显示50字,超过一周显示500字 访问原贴
Statistics版 - 请教: How to interpret the effect of two lagged independent variable.
相关主题
急问如何在R里create lag variablebrokered CD curve and swaption curve (help help!!!!!!!!!!!! (转载)
SAS包子请教问一个Time Series的概念问题
SAS 问题求助,有包子对 广告投放效果 建模
如何有SAS处理这个DATA SET,谢谢!mining time series data (转载)
问个SAS问题问个SAS 问题
急问negative binomial regression的结果的model significance看哪个参数问个Proc ARIMA的问题
SAS dataset 中,怎么把数据往上移一行?请教ANOVA for binary data
sas code求助how to interpret the interaction terms between two continuous variables in regression model?
相关话题的讨论汇总
话题: variable话题: effect话题: lagged话题: interpret
进入Statistics版参与讨论
1 (共1页)
s*******e
发帖数: 226
1
The model is
Y_it=aX_t-1+bX_t-2 + control variables_it
a and b are both significant, how to effectively explain the effect of X_t-1
and X_t-2 ( the same variable with different lags)together?
Thank you very much in advance.
d***2
发帖数: 341
2
So which X is more significant? And how's the correlation between Xs?
Sounds like that X is a highly significant variable to Y, but X itself
varies a lot across time.

-1

【在 s*******e 的大作中提到】
: The model is
: Y_it=aX_t-1+bX_t-2 + control variables_it
: a and b are both significant, how to effectively explain the effect of X_t-1
: and X_t-2 ( the same variable with different lags)together?
: Thank you very much in advance.

s*******e
发帖数: 226
3
both X_t-1 and X_t-2 are significant.X_t-1 and X_t-2 are positively
correlated.

【在 d***2 的大作中提到】
: So which X is more significant? And how's the correlation between Xs?
: Sounds like that X is a highly significant variable to Y, but X itself
: varies a lot across time.
:
: -1

1 (共1页)
进入Statistics版参与讨论
相关主题
how to interpret the interaction terms between two continuous variables in regression model?问个SAS问题
how to interprete the factor in factor anlaysis急问negative binomial regression的结果的model significance看哪个参数
interaction 在 predictive modeling中的意义SAS dataset 中,怎么把数据往上移一行?
关于power analysis的应用(healthcare industry)sas code求助
急问如何在R里create lag variablebrokered CD curve and swaption curve (help help!!!!!!!!!!!! (转载)
SAS包子请教问一个Time Series的概念问题
SAS 问题求助,有包子对 广告投放效果 建模
如何有SAS处理这个DATA SET,谢谢!mining time series data (转载)
相关话题的讨论汇总
话题: variable话题: effect话题: lagged话题: interpret