# Questions tagged [statistics]

Statistics is a branch of mathematics dealing with the collection, analysis, interpretation, presentation, and organization of data. For data requests, use the [data-request] tag instead, or consider our sister site Open Data Stack Exchange.

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### How do I construct an analysis on the following question in applied financial econometrics?

I want to know how to make a thorough analysis by comparing the following regression outputs. The regressions are estimated using the Arbitrage Pricing Theory (APT) with the second one testing for ...
31 views

### AIC Calculation

Our object is calculating AIC, and we are unsure whether we can use our measure below when calculating AIC. The following are the data from the experiments and our method to calculate the information ...
163 views

### Ratio of two Jensen inequality

I have these pair of numbers $(a, b) = (\frac{4}{9}, \frac{1}{9})$ and $(c, d) = (\frac{1}{2}, \frac{1}{6})$. (Number mean nothing, just for illustration and simplification) Note that - (a, b) are ...
41 views

### US population growth: "natural increase" vs "fertility rate"

Based on the 2017 US Census population projections through 2060, specifically table 1 (Projected population size and births, deaths, and migration), the "natural increase," which is US ...
64 views

I am tracking my portfolio in Google Sheets. I have columns like daily NLV, % and value change etc. This stats are used to calculate some extra data and draw performance charts. Now, I want to ...
33 views

### Am I calculating the Gini coefficient correctly?

I calculated the Gini coefficient through a statistical program (MATLAB), and it came out much larger than I expected. I think I got the Gini coefficient formula right, but I don't know where I went ...
1 vote
21 views

### How to handle missing median and mean values for a panel dataset when a full subdivison is observed?

I am creating a panel dataset for earnings based on English local authorities (local administrative districts). In 2009 and 2019, some local authorities were combined to create a single local ...
25 views

### Vector Visualisation of regression model vs scatter plot style

I wrote another post discussing the intuition of visualising OLS regression. I wanted to go a bit deeper here visualising the difference between a vector/matrix approach, and the non-linear algebra ...
47 views

### Intuition of Linear Algebra visualisation for regression

Question: I want to clarify my understanding of the basics of OLS regression in matrix form. Let's assume we have 2 different independent variables $x_1$ and $x_2$. Our 'model' will be the plane that ...
12 views

### Including Controls for Relevance Test in First Stage Regression of IV?

I am conducting an instrumental variable approach (IV) in my paper, and I am puzzled how to correctly test for the relevance / strength of the instrument assumption. I recently read in a paper by ...
39 views

### Errors in variable, statistics/econometrics, measurement error

I didn't understand the deduction involving Plim. Why do the Plim of the terms on the left translate as variance in the first two cases? here is the continuation of the print. were i have the question
199 views

### Deriving an equation in Banerjee "A Simple Model of Herd Behavior" (1992)

I am reading "A Simple Model of Herd Behavior" by Banerjee (1992). A short summary of the model is the following. There is a probability $\alpha$ that each person receives a signal telling ...
55 views

### Econometrics especially with regard to OLS estimators!

I am solving a problem below and also having a hard time. Could you give me a help me with it? Which of the following can cause OLS estimators to be biased? Which of the following do not cause the ...
1 vote
37 views

### Is there a way to assess land value independently of zoning policy?

I am aware that the methods used to assess land value of properties, used by government agencies for taxation, are affected by zoning restrictions. Restrictions on how a lot of land may be used by it'...
49 views

### Which sample size would be best to investigate effects of War in Ukraine on volatility of stock prices using GARCH models?

I am planning to investigate the effect of the war in Ukraine on the stock market prices by including in a GARCH model a dummy identifying the burst of the war. I am wondering if I should strictly use ...
18 views

### Ex post predictability of "mps" in Bauer, Swanson (2022)

I am reading the paper "A Reassessment of Monetary Policy Surprises and High-Frequency Identification" by Bauer and Swanson (2022). In Section 2, there is a Bayesian updating model that goes ...
1 vote
43 views

### What is the difference between fixed effect regression and (panel) fixed effect regression?

What's the difference between fixed effect regression and (panel) fixed effect regression?
16 views

### Why is my growth rate changing after changing base year for inflation?

I had the following problem: a client of mine calculated income growth rates using 2017 as base year for inflation, except for the 2015-2020 growth indicator, where they used 2020 as base year. Wanted ...
9 views

### Percentage Increase Where Base is Weighted

I recently asked my Mathematics Professor this question and he told me that it's more of an economical/psychological question than a mathematics question. Here is the question: Lets say there are ...
51 views

### Statistics in Economics

In the following diagram, a table in which we are supposed to calculate the mode. My question is in the answer the mode was found by grouping method. Why do we use this in such cases, can’t we just ...
17 views

### How to input AGE and INCOME group data from survey questionnaire into STATA

On a survey that respondents completed, I have income and age grouped into bands such as for AGE: -18-24 -25-34 -35-44 -45-54 -55-64 -65-74 -Above 75 -Prefer not to say I realize these are ...
7 views

### Where can I find statistics about coworking enterprises contribution to GDP?

I ask this as information for a layman. I don't know how are they aggregated in the data of the GDP of each country. Also, I'm not sure if government has them really available as coworking or private ...
15 views

### Total Retention Rate Calculated from Categories

I am calculating retention for 3 categories and then total, and I am trying to double check my total, but my check formula isn't working. I am comparing the last 14 days (let's call it Period 1) to ...
83 views

### CALCULATING REVENUES OF EACH PRODUCT IN RSTUDIO [closed]

Hello everyone, I need to work with the data presented above. This question involves a little bit of knowledge of Rstudio, but I assume some of us work with this programming language throughout our ...
1 vote