课程: Data, Economic Modeling, and Forecasting with Stata

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Multivariate model

Multivariate model - Stata教程

课程: Data, Economic Modeling, and Forecasting with Stata

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Multivariate model

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- [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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