Timea De Wispelaere

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Questions related from Timea De Wispelaere

Is a non-linear heterscedasticity pattern possible with OLS and no specification error?

Hello, I am performing an OLS regression that, according to the Ramsey RESET test does not have specification error. I am now wondering if it is possible to have a non-linear heteroscedasticity...

09 May 2020 6,794 0 View

How to solve specification error in robustness check?

Hello! I am running the same regression on a subsample of my sample as a robustness check. however, on the subsample, the RAMSEY test indicates that there is specification error, while there was...

29 April 2020 6,304 0 View

What are the consequences of having a lot of regressors in comparison to the number of observations?

Hello, I am running an OLS regression with 48 regressors, while only having 160 observations. Most of these regressors are categorical dummies (36). Does this have implications on my...

21 April 2020 3,643 9 View

Should I winsorize all my variables?

Hello, I am struggling with how to winsorize my variables. I know that winsorizing different variables at different levels is uncommon. However, in my opinion, some of the variables I am using...

10 April 2020 532 4 View

What test to use to test for heteroskedasticity?

Hello, To test for heteresokedasticity I used the Breusch Pagan test. However, I do not know if this is a test that could be performed on any dataset or not. I used White's robust standard error...

07 April 2020 8,670 3 View