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st: RE: test for significant change of a serier
The regression results themselves show you
how far sample size is an issue. What is more
evident is that change over this period seems
a little more complicated than a linear trend.
Indications of statistical significance depend on
that being a good model and thus the errors
lacking in serial correlation.
Nick
[email protected]
Xiaoheng Zhang
> I have a serier of index for 10 years.It is a Herfindahl
> index of concentration
> and I would like to test if the change of this index over
> time is significant.
> I am not sure how to translate this real problem into a
> statistics problem.Since
> it looks like a decreasing trend,I used linear regression of
> index on year and
> found the slope is statistically different from 0.But I am
> worrying about sample
> size......
>
> The indices are
> year index
> 1993 0.149552855
> 1994 0.146646187
> 1995 0.143958559
> 1996 0.145009261
> 1997 0.147389484
> 1998 0.145309026
> 1999 0.144218297
> 2000 0.142834716
> 2001 0.140957544
> 2002 0.140444707
>
> Thanks if anyone can give a clue.
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