Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: LARGE F-values in ordinary OLS


From   "Steichen" <steichen@triad.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: LARGE F-values in ordinary OLS
Date   Sat, 12 Jun 2004 17:31:46 -0400

In a normal regression (includes intercept) the test is whether the fit
differs from the mean y value.

Without the intercept, the test is whether the fit differs from zero.

Thus the F is testing whether the mean differs from zero as well as whether
the fit differs from the mean.  The size of the F will be directly related
to the absolute size of mean y in a no-constant regression.  What your
results suggest is that your absolute mean y is large.

Tom

P.S. I've never heard of suppressing the constant for
heterogeneity/homogeneity reasons.

 ----- Original Message ----- 
From: "carambas" <mcaramba@uni-bonn.de>
To: <statalist@hsphsun2.harvard.edu>
Sent: Saturday, June 12, 2004 4:42 PM
Subject: Re: st: LARGE F-values in ordinary OLS


> Thanks.
>
> My sample size is even lower than a hundred. I forgot to say that I am
> suppressing constant (i.e. homogeneity reasons) and I know that this is
why
> it gives high F values (because by normal regression, everything is fine)
> but I am not quite sure how this noconstant fn comes up with large F
values.
> I would appreciate another hint. Thanks again.
>
> Cristina
>
> At 07:27 AM 6/11/2004 +0200, carambas wrote:
>
>   Dear Statalist,
>
>   I'm kinda alarmed to see F values that are so high (reaches 38,000). Is
> there anything wrong. I thought it's too good to be true. Thanks.
>
> If the sample size is 100, you may be on to something pretty cosmic. If it
> is 100,000 it may not mean much. It is hard to tell just based on the info
> you have given.
>
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index