MWD test 发表评论(0) 编辑词条
The MWD test involves the following steps:
Step I: Estimate the linear model and obtain the estimated Y values, Yf .
Step II: Estimate the log-linear model and obtain the estimated lnY values, ln f .
Step III: Obtain Z 1 = lnYf − ln f .
Step IV: Regress Y on X’s and Z 1 . Reject H 0 if the coefficient of Z 1 is statistically significant by the usual t test.
Step V: Obtain Z 2 = ( antilog of ln f - Yf ).
Step VI: Regress log of Y on the logs of X’s and Z 2 . Reject H 1 if the coefficient of Z 2 is statistically significant by the usual t test.
Step I: Estimate the linear model and obtain the estimated Y values, Yf .
Step II: Estimate the log-linear model and obtain the estimated lnY values, ln f .
Step III: Obtain Z 1 = lnYf − ln f .
Step IV: Regress Y on X’s and Z 1 . Reject H 0 if the coefficient of Z 1 is statistically significant by the usual t test.
Step V: Obtain Z 2 = ( antilog of ln f - Yf ).
Step VI: Regress log of Y on the logs of X’s and Z 2 . Reject H 1 if the coefficient of Z 2 is statistically significant by the usual t test.
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