Timeline for Why is R returning NA coefficient-values on dummy variables in VAR-model?
Current License: CC BY-SA 4.0
15 events
| when toggle format | what | by | license | comment | |
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| Nov 6, 2019 at 8:52 | vote | accept | MisterButter | ||
| Nov 5, 2019 at 23:39 | answer | added | Henry | timeline score: 1 | |
| Nov 5, 2019 at 22:15 | history | edited | MisterButter | CC BY-SA 4.0 |
added 55 characters in body
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| Nov 5, 2019 at 21:35 | history | reopened | whuber♦ | ||
| Nov 5, 2019 at 21:29 | history | edited | MisterButter | CC BY-SA 4.0 |
Uppdated question to emit confusion
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| Nov 5, 2019 at 21:15 | review | Reopen votes | |||
| Nov 5, 2019 at 21:35 | |||||
| Nov 5, 2019 at 21:07 | comment | added | MisterButter | Alright, so I should check if the same observation is tied to the same minimum value and correct for this if true? On an other note, when multicollinearity appears in dummy's usually only one dummy is affected, why is both in this case? | |
| Nov 5, 2019 at 20:59 | comment | added | whuber♦ | Depending on the nature of the data--that is, assuming few data are tied at the maximum or minimum values--these variables appear to be almost all zeros. That leads to high multicollinearity as well as the possibility of perfect collinearity. You need to check. | |
| Nov 5, 2019 at 20:57 | comment | added | MisterButter | @whuber I don't know for sure, but my intuition is that there should be no collinearity since the dummy's are created from different data-series. I can on the otherhand be completly wrong about this. | |
| Nov 5, 2019 at 20:56 | comment | added | MisterButter | @gung-ReinstateMonica added the rest of the code, should work now | |
| Nov 5, 2019 at 20:55 | history | edited | MisterButter | CC BY-SA 4.0 |
added code
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| Nov 5, 2019 at 20:48 | comment | added | whuber♦ | Could you show us how you know there is no collinearity? The code shown to construct the *.min4 and *.max4 variables strongly suggests the possibility of perfect collinearity. | |
| Nov 5, 2019 at 20:46 | history | closed | whuber♦ | Needs details or clarity | |
| Nov 5, 2019 at 20:41 | comment | added | gung - Reinstate Monica | Please add a reproducible example for people to work with. | |
| Nov 5, 2019 at 20:34 | history | asked | MisterButter | CC BY-SA 4.0 |