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Excelling with Naomi
Kenya
Registrace 31. 03. 2021
In this channel, you understand and interpret different statistics used in data analysis and learn how to perform different tests on different softwares.
Granger Causality - step by step in STATA
In this tutorial, I take you through the step by step for testing for Granger Causality in STATA
zhlédnutí: 4 245
Video
Granger Causality- Introduction
zhlédnutí 236Před 8 měsíci
In this tutorial, I provide a little discussion about Granger causality- what it is, what it is not, how to state the null hypothesis, how to make conclusions and steps to testing granger causality
Testing for serial correlation using the Durbin Watson Test-STATA
zhlédnutí 2,2KPřed 11 měsíci
This tutorial provides a guide on how to test for serial correlation in your data using the Durbin Watson test in Stata
How to run the Breusch Pagan Test for Heteroskedasticity in STATA
zhlédnutí 3,3KPřed rokem
In this video, i take you through the process of testing for heteroskedasticity using the Breusch Pagan test in STATA and also how to interpret the results.
Testing for Normality using Jarque Bera Tests in STATA
zhlédnutí 4,8KPřed rokem
This video describes the procedure adopted in testing the normality of a data set in Stata through the Jarque Bera test.
How to Test for Multicollinearity using VIF in STATA
zhlédnutí 4,6KPřed rokem
This video provides a procedure for testing multicollinearity of your data using the Variance Inflation Factor (VIF) in STATA
Performing the Error Correction Analysis for long run relationship in STATA
zhlédnutí 4KPřed rokem
In the event that the Johansen or the bounds test cointegration test produce results depicting that a long run relationship exist among the variables, then the next step is to Perform an EC analysis. This tutorial is aimed at taking you through the procedure for EC analysis in STATA
Testing the Short Run Relationship using the ARDL model in STATA
zhlédnutí 4,6KPřed rokem
After performing the Johansen or the bounds test for cointegration, the results are either there is cointegration or no cointegration. In the case of no cointegration, the next step is to perform an ARDL model analysis to determine the short run relationship. This tutorial provides the procedure for this step.
Westerlund test for Cointegration-Panel data in STATA
zhlédnutí 2,4KPřed rokem
This tutorial is all about the simple procedure for assessing cointegration using the Westerlund test
How to perform a Kao test for Cointegration of panel data using STATA
zhlédnutí 1,4KPřed rokem
This video provides the process for conducting the cointegration test for panel data using the Kao test and the interpretation of results.
Pedroni test for cointegration-Panel Data Analysis in STATA
zhlédnutí 1,2KPřed rokem
This tutorial is about how to test for cointegration of panel data in STATA using the Pedroni test
Testing Stationarity of Panel Data Using the Levin-Lin-Chu Test
zhlédnutí 2,3KPřed rokem
This video shows the procedure for testing the unit root for panel data using the Levin-Lin-Chu test. This is done right form the point of setting panel data to the interpretation of the output
How to perform fixed effect and random effects analysis in stata
zhlédnutí 2,2KPřed rokem
This tutorial provides a short explanation of the procedure to perform a fixed effect and a random effect analysis in stata and also how to select the most appropriate model for your dataset.
How to test stationarity for time series data using ADF method in stata
zhlédnutí 3,8KPřed rokem
This is a short tutorial showing how to test stationarity of time series data using ADF method in stata
How to use the asdoc command to export stata output to word document
zhlédnutí 5KPřed rokem
In this tutorial, I show how you can use the asdoc command to export your stata output results to a word document using a format that is editable and that is ready for publication. I also show how you can include additional options to the asdoc command to customize how your tables look like in word
Performing Linear Regression Analysis in SPSS
zhlédnutí 103Před rokem
Performing Linear Regression Analysis in SPSS
Performing Bounds Test from ARDL in Stata
zhlédnutí 9KPřed rokem
Performing Bounds Test from ARDL in Stata
ARDL MODEL for Time Series Data Analysis
zhlédnutí 11KPřed rokem
ARDL MODEL for Time Series Data Analysis
Understanding and Interpreting Correlation Coefficient
zhlédnutí 304Před rokem
Understanding and Interpreting Correlation Coefficient
Understanding and Interpreting P values
zhlédnutí 288Před rokem
Understanding and Interpreting P values
Thank you for your lecture!
Thank you sooo much for this series Naomi. Can you make a video on how to perform the Zivot and Andrews Stationarity Test on Stata.
thank you so much, you saved my life !
What can you do if Jarque bera says your errors isn’t normal distributed. Is there any way to correct it ?
What if all variables ate non-s ata level and at 1st dif they are stationary but there is one variable intergrated of order 2? What will i do?
Can we use the "sktest resid" command?
Great great sessions. You really simplify the concepts. However i have failed to install the ardl command!! what should i do ? thank you.
do we need to perform differencing before running ardl model ?
great session
This is so so helpful, thank you for sharing dear Ms
Great, but totaly useles for peopel with older version fo stata, how don't have it in gui and need to use command.
Thank you
i am your You tube subscriber, please do so many syntax on estimation of impacts using endogenous switching regression and Heckman
Thank you very much. could you make tutorial on movestay syntax to estimate impacts
My Jarque bera test isn't work. Why?
Tank you Naomi! Greetings from Nigeria <3 <3
thank you very much.
Great job
Why you conclude that all data are normally distributed while you found pvalue< 0.01 when you checked individual variable for GDP?
Why am i finding some papers using first differences to analyse the ardl short model?
i need your contact to find out something from you concerning the ardl approach
Hello Naomi, thanks for the helpful video. My quistion is, how do you interprette the positive adjustment coefficient?
My jarque bera test is not working
thanks from indonesia!
Would you include your d.GDP (instead of the non-stationary GDP) in regression analysis or use GDP. For instance in Granger causality test which stationarity of variables is a prerequisite. I reckon you need to use d.GDP right? Edit: I believe d.GDP has one missing obs. compared to GDP since that is a difference. If you want to Granger test that you won't be able to use the new stationary d.GDP here since it has missing obs. How do you solve that? I'm in the same situation here.
Can u make a video on the post estimation tests
Very very thank you ❤ 😊
Great ❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤❤
why u select max lag (2), is there any reason , the optimum lag u get is 1 from the lag selection
Thank you!
thanks!
Please ma my supervisor said i should report the R-sqaure and adjusted R-sqaure please help me. As the one am seeing there is R-sqaure, within, between and overall
Helloo I'm from Ethiopia please how can I gate you?
Hello, I hope you are well. I have a problem with the Westerlund cointegration test. Since I am beyond 10 variables when the test is only possible with 07 variables, I would like help if there is an extension to the 2007 command. Thank you very much and I'm looking forward to continuing the program.
very useful thanks
It was shown that after using varsoc command and the stata provide you with 4 lags for each of the variable but you only used 1 lags for each of the variables while performing ARDL Test . Can you please explain why have done that ???
Hi, this is for a simple regression, what about panel regression using Xtreg? How do you perform the test of heteroscedasticity with panel data?
Good presentation but kindly correct the mix-up on the interpretation. The correct interpretation is that if the Trace or Max statistics is/are higher than the 5% critical value, then we reject the Null hypothesis of no cointegration.
Great ❤❤❤ New sub here to support,, naomba unipitie pia, we grow together
Done
Excellent
Hi, I have 2 dependent variables that I want to test separately, Can I run the Hausman test for both of them separately?
This video should be recommended to everyone. Great teaching
hi naomi, good explanation! but can i ask on the ADF test, why is it when i click "suppress constant term in regression" the result shows stationary but then i click "include trend term in regression" and "include drift term in regression", both results show non-stationary for the variable? hope you can help me with this. much appreciated, thank you!
Suppress constant term means no intercept and no trend but when you choose include the trend means you included your model the trend and the intercept. However, you have to check your model to have - sign. If put models have - sign thhen they are valid and you can choose the one you want. I hope Noami should include the meaning the each one so students can follow accordingly.
prof how if after the haysman test the selected is fixed effect, do i still use VIF or i have to recheck by VIF uncentered
There is no need to recheck
I get this message when I use the command after my regression :( : not appropriate after regress, nocons; use option uncentered to get uncentered VIFs
Hi, the reason is that you used the option nonconstant in your regression which in that case would require you to run an uncentered VIF using the command, estat vif, uncentered. Thanks
I also got that same error. Use the following command to sort it out. regress dependent_var independent_var1 independent_var2....., nocons vif, uncentered
Thanks Naomie, but I think there is a mistake in the interpretation of Johansen test output...we accept the nul hypotheses if Trace stat is less than 5% CV, but not the inverse...
Thank you. Will have a look at it
I totally agree with your observation @jonas kibala
But we don't accept we fail to reject...
Thank you for this. Pls, my time series is in 16-day intervals from 2017 to 2022, how do I define the time in STATA?
Hi, Your videos are valuable and easy to understand thank you. However, I have noted a contradiction, which I believe may be an oversight error. Firstly your null hypothesis is wrongly written. It should always be written in the negative: There is NO cointergration. This contradicts your video content on the Johansen Cointergration Tess from 4.55 to 5.55. Please correct this as this also brings a question to the rule of thumb used.
Thank you. This is noted. I will rectify
Your video is easy to understand, I've watched a lot of video and can't understand until I found you!!! Many thankssss
Welldone , so can one check for normality when using panel data when you are going to run a random effects model? Or this applies for linear regressions only?
Yes, sure. You can test for normality of using the test