博文
(2004-12-02 16:17:50)

LogitandProbitAnalysisWhenthedependentvariableisa0-1binaryvariablethelogitorprobitmodelestimationmethodscanbeused.InSHAZAM,thesemethodsareimplementedwiththeLOGITandPROBITcommands.Thelogitmodelisdiscussedandillustratedhere.Theprobitmodelcanbeimplementedinasimilarstyle.FortheLOGITcommand,thegeneralcommandformatis:LOGITdepvarindeps/optionswheredepvarisa0-1binarydependentvariable,indepsisalistoftheexp...[阅读全文]
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(2004-12-02 16:13:43)

MoretestsforheteroskedasticityASHAZAMusermaybeinterestedinatestforheteroskedasticitythatSHAZAMdoesnotautomaticallycompute.ItmaybepossibletoprogramthetestwithSHAZAMcommands.Forexample,theParktestisdescribedinGujarati[1995,p.369].Thistestproposesthattheerrorvarianceisafunctionofoneexplanatoryvariable,sayX.FollowingOLSestimationtheOLSestimatedresidualsareusedintheauxiliaryregression:log(êt2)=0+1log(...[阅读全文]
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(2004-12-02 16:12:31)

HeteroskedasticityasasamplepartitionTheGoldfeld-Quandttestgivesatestforequalvarianceintwosubsetsofobservations.ThistestisreportedwiththeSHAZAMcommands:OLS...
DIAGNOS/CHOWTESTTheDIAGNOScommandusestheresultsfromtheimmediatelyprecedingOLScommandtogeneratediagnostictests.TheCHOWTESToptioncomputesandreportstheGoldfeld-Quandtteststatisticforeverybreakpointinthedata.ThisoptionalsocomputestheChowtests...[阅读全文]
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(2004-12-02 16:11:14)

HeteroskedasticityasafunctionoftheexplanatoryvariablesTeststatisticsarereportedwiththeSHAZAMcommands:OLS...
DIAGNOS/HETTheDIAGNOScommandusestheresultsfromtheimmediatelyprecedingOLScommandtogeneratediagnostictests.TheHEToptioncomputesandreportstestsforheteroskedasticity.ThesetestsareobtainedbyusingafunctionoftheOLSresidualsetasadependentvariableinanauxiliaryregression.Anumberofalternativeauxili...[阅读全文]
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(2004-12-02 15:25:54)
31IntroducingtheMarketResearchAnalysisApplicationWayneE.WatsonAbstractMarketresearchfocusesonassessingthepreferencesandchoicesofconsumersandpotentialconsumers.AnewcomponentofSAS/STATsoftwareinRelease6.11oftheSASSystemisanapplicationwritteninSAS/AFthatprovidesstatisticalandgraphicaltechniquesformarketresearchdataanalysis.Theapplicationallowsyoutoemploystatisticalmethodssuchasconjointanalysis,discre...[阅读全文]
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(2004-12-02 15:11:06)
NewOccidentalCo.LtdLetKarlStatisticalConsultinghelpyoutoharnessthepowerofinformationwithitseducationalandcontractconsultingservices.Getassistanceandguidanceusingstatisticsinmarketresearch,dataanalysisanddatamining,expertsystemsanddecisionsupport?Withshort-orlong-termcontractconsulting,youhavetheadvantagesofsolidstatisticalanalysisandcontinuedsupportforyourmanagement,engineeringorscientificstaff.Se...[阅读全文]
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