[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

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/

**References**:**Re: st: LARGE F-values in ordinary OLS***From:*"carambas" <mcaramba@uni-bonn.de>

- Prev by Date:
**Re: st: R2-within(xtreg,fe) and R2_adj(areg)?** - Next by Date:
**Re: st: a statistical question.** - Previous by thread:
**Re: st: LARGE F-values in ordinary OLS** - Next by thread:
**st: zandrews graph option in stata 8** - Index(es):

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