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Christian


Active since 2015

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Researcher / Consultant / Trader

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Question


Average/median of regression coefficients? Test significance?
Hi there, I am trying to replicate a analysis from an academic paper, in which the author conducted a regression analysis for...

9 years ago | 1 answer | 0

1

answer

Question


Wilcoxon rank sum test
Dear all, I am facing another statistical issue and I hope someone out there can help me :-) *My data:* 2 samples of compa...

9 years ago | 1 answer | 0

1

answer

Question


F-Test for difference between coefficients
Hi there, I need to conduct F-Tests for differences in estimated regression coefficients. That is, to say: "Yes, the one coef...

9 years ago | 1 answer | 0

1

answer

Question


Calculating R-Squared for robustfit
In the linear regression function (regress), one may get the R^2 value directly from one of the 'stats' variable in [b, bint, r,...

9 years ago | 1 answer | 0

1

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Answered
How to calculate R-square using robust linear regression function
Hi there, although this thread is really old, I'm gonna give it a shot :-) I encountered the same problem and Matt's formula s...

9 years ago | 0

Question


Bootstrapped skewness adjusted t-statistic
Hi there, I have been doing everything in my power but I just can't figure it out. Here is the problem. I have about 700 num...

9 years ago | 2 answers | 0

2

answers

Question


Contain outputs of function in one table(?)
Hi there, I wrote a function, which gives out 10 numbers as a result. Right now, I am containing the outputs like this [a,...

9 years ago | 1 answer | 0

1

answer

Question


Only read data once (with xlsread)
Hi there, I am using xlsread to import data from Excel. This takes quite some time, but that's ok. The real problem is that M...

9 years ago | 2 answers | 0

2

answers