Tom Broekel

4 Questions 21 Answers 0 Followers

Questions related from Tom Broekel

What regression to use when observations are coefficients of first-stage regression?

I am running regressions with the same dependent and explanatory variables on about 500 sub-samples of the same population of observations. Now, I want to know of certain characteristics of the...

05 May 2019 3,478 1 View

Choice between PVAR, Systems GMM or simple panel regression?

Are there any guidelines how to choose between PVAR, Systems GMM or simple fixed effects panel regression? Are there any particular data requirements for these methods or substantial drawbacks...

11 November 2018 6,970 0 View

Determining k in cluster analysis without distance matrix?

I am trying to perform a cluster analysis on 50k*3 data in R. Clustering works well with hclust.vector() but I can't find a method to determine k not requiring the estimation of a distance matrix...

08 August 2018 9,189 3 View

Endogeneity check when coefficients of interest are insignificant?

Do I need to "control" for endogeneity in regressions (e.g., run Hackman model) even when the potentially endogenous coefficients are insignificant and I hence reject the "causal effect"...

02 February 2018 3,155 4 View