New answers tagged econometrics
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t-test result inconsistent with regression
There are multiple ways to perform various test that can be defended, depending on the context, but they are not, necessarily, equivalent.
The typical way to calculate the standard errors in an OLS ...
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t-test result inconsistent with regression
While it is true that the regression you apparently run provides as coefficient of the non-constant regressor the difference of the two means, the t-statistic here uses the variance of the OLS ...
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4
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Accepted
Portion of Derivation of F-test
Consider the restricted least squares problem:
$$
\min \underbrace{(Y - Xb_\ast)'}_{(1\times n)}\underbrace{(Y - Xb_\ast)}_{n\times 1} \text{ s.t. } \underbrace{R}_{(j \times k)}\underbrace{b_\ast}_{(...
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