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Use of dummy variables

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  • The quantitative independent variables used in regression equations, which usually take values over some continuous range. Frequently, one may wish to include the quality independent variables, often called dummy variables, in the regression model in order to (i) capture the presence or absence of a ‘quality’, such as male or female, poor or rich, urban or rural areas, college degree or do not college degree, different stages of development, different period of time; (ii) to capture the interaction between them; and, (iii) or to take on one or more distinct values. ...

    pdf9p truongdoan 10-11-2009 102 19   Download

  • In this chapter, students will be able to understand: Introduction, the use of intercept dummy variables, slope dummy variables, an example: the university effect on house prices, common applications of dummy variables, testing for the existence of qualitative effects, testing the equivalence of two regressions using dummy variables.

    pdf46p koxih_kothogmih7 29-09-2020 2 0   Download

  • In this chapter, students will be able to understand: Introduction, the use of intercept dummy variables, slope dummy variables, an example: the university effect on house prices, common applications of dummy variables, testing for the existence of qualitative effects, testing the equivalence of two regressions using dummy variables.

    pdf46p koxih_kothogmih8 29-09-2020 1 0   Download

  • This paper discusses predicting attendance at Major League Soccer events using data from the 2014 and 2015 seasons. Panel data is obtained for each team, season, and weather category. A traditional least squared dummy variable linear regression technique is used along with three machine learning algorithms – random forest, M5 prime, and extreme gradient boosting. Extreme gradient boosting provides superior results with respect to out-of-sample root mean square error statistics.

    pdf8p guestgreat 16-05-2019 21 0   Download

  • This book is designed to give you the essential, nitty-gritty information typically covered in a first semester statistics course. It’s bottom-line information for you to use as a refresher, a resource, a quick reference, and/or a study guide. It helps you decipher and make important decisions about statistical polls, experiments, reports and headlines with confidence, being ever aware of the ways people can mislead you with statistics, and how to handle it.

    pdf196p bachduong1311 07-12-2012 64 19   Download

  • We will use whether or not the household owns animals, bikes and/or motorbikes. Households living in the rural part of the municipality might be more prone to own these assets. Moreover, they might have worse access to health and sanitary infrastructure. If this was the case, we expect that the importance of household consumption will be underestimated when we use the ownership of animals, bikes and/or motorbikes as instruments.

    pdf148p can_thai 12-12-2012 35 2   Download

  • The objectives of this chapter are to switching models. In this chapter, you will learn how to: Use intercept and slope dummy variables to allow for seasonal behaviour in time series, motivate the use of regime switching models in financial econometrics, specify and explain the logic behind Markov switching models,...

    ppt33p estupendo3 18-08-2016 29 2   Download

  • The authors wanted to find out how recent financial crisis influenced performance of Croatian banks measured with ROA, ROE, NIM and Tobin's Q. Having this aim in mind, we have used many bank-specific, industry-specific or structural variables and macroeconomic variables. The analysis refers to 2007-2015 period. The research is conducted using static panel model on a balanced sample of Croatian banks listed on Zagreb Stock Exchange. The results of the analysis show that crisis dummy variable significantly influences performance but its direction is not uniform.

    pdf25p trinhthamhodang2 21-01-2020 9 0   Download

  • To study the contagious effects of financial risks in South Asia’s emerging stock markets, the main stock indexes from China, Thailand, India, Vietnam and Malaysia are chosen during the period from 2006 and 2014. The paper used the dynamic conditional correlation GARCH model to examine the dynamic relevance, and introduced the dummy variable in order to test whether the structure change had occurred after the global financial crisis. The results showed that the degree of relevance of China, Thailand, India and Malaysia stayed in the high level.

    pdf15p nguyenanhtuan_qb 09-07-2020 10 0   Download

  • Results obtained from fixed effect and ordinary least squares are indifferent. However, results based on fixed effect model yield more insightful interpretation. The outcomes from fixed effect model help indicating that three determinants affecting mutual fund growth are types of AMCs, Administrative expense ratio, and size of AMCs. Types of AMCs or dummy variables are used to represent distribution channel and parent reputation.

    pdf9p hongphuocidol 04-04-2013 41 7   Download

  • Given the considerable variation in deposit insurance arrangements and the relatively large number of banking crises, it is possible to use this panel to test whether the nature of the deposit insurance system has a significant impact on the probability of a banking crisis once other factors are controlled for. We carry out these tests using the multivariate logit econometric model developed in our previous work on the determinants of banking crises (Demirg†e-Kunt and Detragiache, 1998).

    pdf36p taisaovanchuavo 23-01-2013 49 6   Download

  • Obviously, in this case we cannot fully eliminate the identification and causality problem because firms’ profits/losses may affect their demand for credit as well. In order to circumvent this problem (at least partly) we use in addition an interaction variable between the profitability dummy and the lagged value of the access to credit variable. The rationale is to test whether long-term enterprise-bank relations are associated with the firm’s viability.

    pdf42p enterroi 01-02-2013 39 3   Download

  • We employ three different measures of performance: return on equity (ROE) which is defined as earnings before interest and tax (EBIT) divided by book value of shareholders‟ equity; return on sales (ROS), calculated as EBIT divided by total turnover; and Tobin‟s Q. 3 The latter indicator is calculated as the ratio of the firm‟s market capitalization to book value of equity. 4 We analyse the effect of IED using two definitions of variable IEit. First, we employ a dummy variable which takes the value of 1 if at least one non-executive director is also...

    pdf42p thamgiacongdong 02-05-2013 41 3   Download

  • The objective of the study is to find out factors affecting the economic growth (GDP) of the 13 provinces/cities in the Mekong Delta. The study used secondary data from Statistical Yearbook of Statistical Office of 13 provinces cities in the Mekong Delta in the period of 2005 - 2014 . The study included 12 independent variables which impact on the ability of the local GDP method, which has turned "economic crisis" to a dummy variable.

    pdf14p vithomasedison2711 14-08-2019 10 0   Download

  • The sample includes firms listed on Vietnam stock exchange during the period between 2010 and 2016. Two measures of earnings quality are the annual firm-specific absolute value of residuals from Dechow and Dichev’s (2002) model and from Dechow and Dichev (2002) as modified by McNichols’s (2002) model. The firms’ dividend policy is captured by dividend paying status. This is a dummy variable that takes the value of 1 if the firm pays dividends and 0 otherwise.

    pdf12p nguathienthan5 03-06-2020 5 0   Download

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