0
   

GLS and OLS

Forums: Econometrics
Email this Topic • Print this Page
 
 
foxglove
 
Reply Mon 15 Mar, 2021 11:19 pm
Does GLS transformation can introduce colinearity even if the OLS regression is not colinear?

When estimating a regression by OLS then GLS, I observed an increase in Rsquared
from .695 to .95. Is This evidence of serious improvement in model fit?.
  • Topic Stats
  • Top Replies
  • Link to this Topic
Type: Discussion • Score: 0 • Views: 495 • Replies: 0
No top replies

 
 

Related Topics

Regression equaltion - Question by sanket006
Measurement error - Question by LillyTee3694
Doubt about Lagrange Multiplier Statistics for q exclusions restrictions - Question by Barbab
Econometrics design comparing time periods - Question by vin ams
Multinominal logit regression - marginal effects - Question by LauraM
How to handle the missing values's issue of newly listed stocks? - Question by Sima77
Econometric model help - Question by tyczaisz
Please, help with the question!!! - Question by Ellen777
Spatial Microeconometrics, Distance Matrix - Question by anna96
Decomposing a probit/logit regression - Question by pierre bardier
 
  1. Forums
  2. » GLS and OLS
Copyright © 2024 MadLab, LLC :: Terms of Service :: Privacy Policy :: Page generated in 0.03 seconds on 12/26/2024 at 09:24:11
▲ ▼