From the course: Data, Economic Modeling, and Forecasting with Stata
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Multivariate model - Stata Tutorial
From the course: Data, Economic Modeling, and Forecasting with Stata
Multivariate model
- [Instructor] Now that you've done a univariate analysis let's consider some multi-variate regression analysis. When you're doing a multivariate regression analysis just like with a univariate regression you begin by typing in our reg for regression, then you type in the dependent variable. In this case, let's use the same one aluminum closing price three months in advance and you put in then multiple independent variables with a space between each. Before we consider just the Chinese PMI, let's consider a combination of the Eurozone PMI, the Chinese PMI, and the US ISM manufacturing index. In this output, we see a few different things before we had just one intercept and one coefficient for the one independent variable but now we have the intercept and three coefficients for the three independent variables. One thing you'll notice, is that even though the R squared and adjusted R squared are a bit higher than in the model…
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Overview and enter data1m 58s
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Data preparation and selection2m 57s
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Inputting data1m 24s
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Mean and summary statistics4m 35s
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Standard deviation and SE4m 33s
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Correlation3m 9s
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Key output validity measures2m 1s
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Univariate model2m 41s
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Multivariate model3m 35s
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Appling univariate model to forecast2m 58s
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Saving and files54s
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