t-ratios for the weights / combined effects

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t-ratios for the weights / combined effects

Unread postby Viktoriya » Thu Jan 11, 2018 10:55 am

Hello

I am working through the TCVM book, Table 7.1, which shows t-ratios for the vectors of weights as well as for the matrix of combined effects.
I can't see from the accompanying RATS Handbook if these values are readily available in the program and how they were calculated.

Could anyone confirm please and possibly advise where I can read more on how these values are calculated?
Many thanks in advance!

Best regards,
Viktoriya
Viktoriya
 
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Re: t-ratios for the weights / combined effects

Unread postby TomDoan » Fri Jan 12, 2018 4:19 pm

See the comments after:

@cats(lags=2,shift,dum,dettrend=cidrift)
# lm3rc lyr dpy Rm Rb
# Ds831
# Dt754 Dp764

* Table 7.1:
* The non-normalized eigenvectors and PI matrix are shown automatically.
*
* To get the normalized eigenvectors and Alpha matrix, select
* "Set Rank of Pi" from the "I(1)" menu and enter 5 as the rank.
*
* Then normalize as indicated on the text (row 1 on Mr (DPY), row 2
* on Yr (LM3RC), and so on.


What's in the book are the normalized information.
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Re: t-ratios for the weights / combined effects

Unread postby Viktoriya » Fri Feb 16, 2018 10:44 am

Thanks!!
Viktoriya
 
Posts: 2
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