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From: Antony zerrar on 15 Feb 2010 10:49
Hi all,

There are different approaches in estimating OLS in matlab, and would like to ask to ask which approach to use to derive t-stats or sd errors of the coefficients?

Thank you.
From: Cokelid on 15 Feb 2010 11:29
On Feb 15, 10:49 am, "Antony zerrar" <zer...(a)yahoo.com> wrote:
> There are different approaches in estimating OLS in matlab, and would like to ask to ask which approach to use to derive t-stats or sd errors of the coefficients?

It's always good to tell the group what you've already tried or
discovered. Checking lscov() might answer some of your question?
From: Oleg Komarov on 15 Feb 2010 11:51
"Antony zerrar" <zerrar(a)yahoo.com> wrote in message <hlbqdf$bkb$1(a)fred.mathworks.com>...
> Hi all,
>
> There are different approaches in estimating OLS in matlab, and would like to ask to ask which approach to use to derive t-stats or sd errors of the coefficients?
>
> Thank you.

If you have the statistic toolbox:
- help regstats
- http://www.mathworks.com/matlabcentral/fileexchange/26169-regstats2 (also needs stat TB)

Oleg
From: Antony zerrar on 15 Feb 2010 15:11
"Oleg Komarov" <oleg.komarovRemove.this(a)hotmail.it> wrote in message <hlbu1m$5ei$1(a)fred.mathworks.com>...
> "Antony zerrar" <zerrar(a)yahoo.com> wrote in message <hlbqdf$bkb$1(a)fred.mathworks.com>...
> > Hi all,
> >
> > There are different approaches in estimating OLS in matlab, and would like to ask to ask which approach to use to derive t-stats or sd errors of the coefficients?
> >
> > Thank you.
>
> If you have the statistic toolbox:
> - help regstats
> - http://www.mathworks.com/matlabcentral/fileexchange/26169-regstats2 (also needs stat TB)
>
> Oleg

Thanks for the replies, I am having a problem with regstats as the coefficients given and their t-stats values are not correct (compared to paper solution, or even other programs or even within the regress command). any ideas?
From: Richard Startz on 15 Feb 2010 18:00
On Mon, 15 Feb 2010 20:11:02 +0000 (UTC), "Antony zerrar"
<zerrar(a)yahoo.com> wrote:

>"Oleg Komarov" <oleg.komarovRemove.this(a)hotmail.it> wrote in message <hlbu1m$5ei$1(a)fred.mathworks.com>...
>> "Antony zerrar" <zerrar(a)yahoo.com> wrote in message <hlbqdf$bkb$1(a)fred.mathworks.com>...
>> > Hi all,
>> >
>> > There are different approaches in estimating OLS in matlab, and would like to ask to ask which approach to use to derive t-stats or sd errors of the coefficients?
>> >
>> > Thank you.
>>
>> If you have the statistic toolbox:
>> - help regstats
>> - http://www.mathworks.com/matlabcentral/fileexchange/26169-regstats2 (also needs stat TB)
>>
>> Oleg
>
>Thanks for the replies, I am having a problem with regstats as the coefficients given and their t-stats values are not correct (compared to paper solution, or even other programs or even within the regress command). any ideas?

You might want to show what you've done in Matlab. After all, it's not
likely there's a bug in regstats.
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