I have 2 time series variables, x and y, the relationship between which I want to describe as y=a+bx where ‘a’ and ‘b’ are the parameters. The hypothesis is that the sign of ‘b’ is itself dependent on the direction of change in ‘x’, such that b<0 when dx/dt >0 and b>0 when dx/dt<0. Could you please suggest what would be the best way to test this hypothesis?
Related Posts with How to test whether sign of coefficient of an independent variable depends on the direction of change in the independent variable itself?
Assigning the coefficients of a collinear dummy variable kept in the model to the omitted dummy variables- Top of the observations
- Keep observations with matching keyword in string variable text
- test for paired sample with unequal variances
- Rounding values (less decimale points) in map legend using spmap
Subscribe to:
Post Comments (Atom)
0 Response to How to test whether sign of coefficient of an independent variable depends on the direction of change in the independent variable itself?
Post a Comment