b is the coefficient -- if you have trouble finding it in the output, I
predict some wonderful weeks ahead for you in which you will discover
the beautiful world of econometrics.
As for the different R2, you would need to post an example. This stuff
is so standard that I'm willing to bet a large amount of money that if
you compare the correct numbers, they will be the same. My first guess
is different effective samples.
cheers,
sven
Am 10/26/2011 08:37 AM, schrieb Simari:
Thanks for the answer Allin,
the problem that I have is that
making the OLS command I do not see the "b" of the Linear regression.
At same time I see different results, as R2 for the same regression made
on Excel.
I'd like to understand why this difference.
Regards,
Simari
On Tue, Oct 25, 2011 at 5:59 PM, Allin Cottrell <cottrell(a)wfu.edu
<mailto:cottrell@wfu.edu>> wrote:
On Mon, 24 Oct 2011, Simari wrote:
> I am trying to make a linear regression between X (days, 13/06/2011,
> 14/06/2011, 15/06/2011 and so on) and Y (price data)
> and look for the slope and R2.
Unless you have special requirements not mentioned here, the
place to start is with the "ols" command (/Help/Command
reference) or the Ordinary Least Squares item under the /Model
menu.
Allin Cottrell
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