All Questions
3 questions
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Interacting main regressor of interest with a region indicator variable, do I interact all controls with the indicator as well?
Lets say I am running a regression at the state year level as the following:
$y_{s,t} = \beta_o + \beta_1 x_{s,t} + controls_{s,t} + \mu_s + \tau_t + \eta_{s,t}$
Where x is the regressor of interest, ...
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0
votes
2
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36
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Methods or processes for discovering the major reasons for linear regression coefficients?
Other than inspecting data at random, what are some statistical or graphical processes or methods for determining the major reasons for coefficients in linear regressions?
Example
Suppose we have ...
- 303
4
votes
1
answer
382
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Can I remove a dummy variable when it is not significant by itself, but its interaction with another variable is?
I have the following model based on the financial returns of a company as a dependent variable of a stock market index, and a dummy variable interacting with USD exchange rates to my currency. The ...
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