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企业风险承担数据集（结果＋代码）：Total 、Systematic 、diosyncratic risk
7 个回复 - 1142 次查看 1、数据来源：附在文件夹中2、时间跨度：2000-2020 3、区域范围：沪深A股上市公司 4、指标说明：企业风险和风险承担都是衡量企业在投资决策过程中偏好风险或规避风险的程度。文件包含原始数据、企业风险 ...2022-10-16 19:11 - 学海无涯1995 - 现金交易版

100元现金/5000论坛币求助：R语言基础命令lm()代码解读
1 个回复 - 1078 次查看如题，只需要解释清楚下面的代码即可（在R或者Rstudio中输入lm回车就会出现下面的代码），对于精通R的人应该是很简单的。 lm function (formula, data, subset, weights, na.action, method = "qr", model ...2020-2-18 11:30 - zhengbieguang - 现金交易版

残差杠杆图的理论简介（Residuals vs Leverage）
1 个回复 - 16254 次查看对于回归分析中识别强影响点所用残差杠杆图的一个较为全面的理论介绍。参考资料：A Modern Approach to Regression with R 以下图为范例说明：该“残差杠杆图”涉及对标准化残差、杠杆值、库克距离三者 ...2016-7-21 12:59 - gr23 - 现金交易版

[原创]Residuals and Influence in Regression by Cook and Weisberg
9 个回复 - 4209 次查看好书一本，作者都是牛人，不必多介绍 2732792008-12-4 21:33 - davidhaitaopan - R语言论坛

Estimation of time series models using residuals dependence measures
1 个回复 - 390 次查看【作者(必填)】 2323 【文题(必填)】 Estimation of time series models using residuals dependence measures 【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://projecteuclid.org/journals/annal ...2022-11-22 14:03 - internet.hzx - 求助成功区

Covariate-adjusted Spearman's rank correlation with probability-scale residuals
1 个回复 - 558 次查看【作者(必填)】 23 【文题(必填)】 Covariate-adjusted Spearman's rank correlation with probability-scale residuals【年份(必填)】 23 【全文链接或数据库名称(选填)】https://onlinelibrary.wiley.com/doi ...2022-3-15 11:09 - internet.hzx - 求助成功区

Incorrect Inferences When Using Residuals as Dependent Variables
1 个回复 - 863 次查看【作者(必填)】WEI CHEN[/backcolor] PAUL HRIBAR[/backcolor] SAMUEL MELESSA[/backcolor] 【文题(必填)】Incorrect Inferences When Using Residuals as Dependent Variables 【年份(必填)】 22 Febru ...2018-11-26 10:13 - xuelida - 求助成功区

Monitoring distributional changes of squared residuals in GARCH models
1 个回复 - 422 次查看【作者(必填)】 Fuxiao Li[/backcolor], Fuxiao Li[/backcolor], Zheng Tian[/backcolor], Zhanshou Chen[/backcolor] & Peiyan Qi[/backcolor] Communications in Statistics - Theory and Methods[/backcolor], ...2018-3-3 10:32 - 肖恩同学 - 求助成功区

求：Robust Estimates, Residuals, and Outlier Detection with Multiresponse Data
4 个回复 - 520 次查看【作者(必填)】【文题(必填)】Robust Estimates, Residuals, and Outlier Detection with Multiresponse Data 【年份(必填)】【全文链接或数据库名称(选填)】http://xueshu.baidu.com/s?wd=Robust+Estimate ...2017-10-8 17:41 - xiaoshiyue - 求助成功区

Residuals for the linear model with general covariance structure
3 个回复 - 731 次查看【作者(必填)】J Haslett，K Hayes 【文题(必填)】Residuals for the linear model with general covariance structure 【年份(必填)】《Journal of the Royal Statistical Society》, 1997, 60(1):201-215 ...2017-4-2 00:13 - susanna_5433 - 求助成功区

Residuals and outliers in replicate design crossover studies.
1 个回复 - 742 次查看【作者(必填)】Schall R, Endrenyi L, Ring A. 【文题(必填)】Residuals and outliers in replicate design crossover studies. 【年份(必填)】2010 【全文链接或数据库名称(选填)】https://www.ncbi.nlm.n ...2017-3-24 10:58 - ihc7788c - 求助成功区

Recursive vs. OLS residuals in the CUSUM test
3 个回复 - 1583 次查看【作者(必填)】Walter Krämer, Werner Ploberger, Irene Schlüter 【文题(必填)】Recursive vs. OLS residuals in the CUSUM test 【年份(必填)】【全文链接或数据库名称(选填)】http://link.spring ...2016-2-29 10:38 - dandan0407 - 求助成功区

dynare结果Residuals of the static equations:NAN 然后报错：The steady state conta
2 个回复 - 3276 次查看 Dynare结果的Residuals of the static equations:部分，所有的方程Equation number : NaN，然后报错错误使用 print_info (line 90) The steady state contains NaN or Inf 出错 steady (line 104) prin ...2018-10-2 08:08 - viverrine - 宏观经济学

dynare结果Residuals of the static equations:NAN 然后报错：The steady state conta
2 个回复 - 2596 次查看 dynare结果的Residuals of the static equations:部分，所有的方程Equation number : NaN，然后报错错误使用 print_info (line 90) The steady state contains NaN or Inf 出错 steady (line 104) prin ...2018-10-2 07:57 - viverrine - 爱问频道

xttest2命令输入后显示的Correlation matrix of residuals is singular. not possible
2 个回复 - 2908 次查看 xttest2命令显示Correlation matrix of residuals is singular. not possible with test，怎么解决？2018-9-7 20:56 - 15859339971 - Stata专版

stata输入命令xttest2后出现Correlation matrix of residuals is singular.
2 个回复 - 3629 次查看 stata输入命令xttest2后出现Correlation matrix of residuals is singular.是为什么？怎么解决2018-9-10 10:39 - 15859339971 - Stata专版

我在stcox回归后，使用stcoxgof，出现如下问题，该如何save martingale residuals？
2 个回复 - 1181 次查看我在stcox回归后，使用stcoxgof，出现如下问题，请问该如何 save martingale residuals？？如何 specified on the stcox ？？谢谢老师！ . stcoxgof stcox did not save martingale residuals. mgale(newvars ...2017-6-30 06:58 - alasaa - Stata专版

请问动态面板回归后如何提取残差项，我用这个命令predict e,r，提示option residuals
2 个回复 - 1446 次查看 xtabond iv l(1/1).size l(1/1).cash l(1/1).age grow, lag(1) maxldep(3) maxlags(5) twostep vce(robust) 我用这个命令predict e,r，提示option residuals not allowed，但是固定效应回归用这个命令可以提取残差 ...2021-1-6 18:42 - tiandongdong008 - Stata专版

拟合POT模型后如何提取残差，为何用residuals提取出的值为NULL
3 个回复 - 1977 次查看拟合POT模型拟合结果想要提取残差，进一步做copula，可是为何无法提取？总显示为NULL，是提取残差所用的函数不对吗？求大神指点，万分感谢！2019-2-24 21:41 - iopi4 - R语言论坛

如何绘制Cook‘s distance 和 standardized residuals两种方法的评估图？
4 个回复 - 11280 次查看小弟stata新手一枚，最近写文章时需要进行Cook‘s distance 和 standardized residuals分析，计算出Cook‘s distance 和 standardized residuals数据后，因不知道进一步的命令，无法绘制图形，各位高手如有知道绘 ...2015-12-5 22:29 - lipeng88859 - Stata专版

r语言使用residuals函数结果为null
1 个回复 - 3460 次查看 diffloggdp=diff(logGDP) Box.test(diffloggdp,lag=12,type=c("Ljung-Box")) m1=ar(diffloggdp,method='mle') m1 Box.test(m1$residuals,lag=12,type=c("Ljung-Box")) residuals(m1) Call:ar(x = difflogg ...2018-11-3 23:38 - zgsfighting - R语言论坛

residuals vs. fitted图解析与模型调整
2 个回复 - 7457 次查看请问如何调整我的模型？2017-12-31 11:17 - cs3520 - R语言论坛

随机森林Mean of squared residuals和 % Var explained
1 个回复 - 5441 次查看请问在Rstudio中如何将构建的随机森林模型的Mean of squared residuals和 % Var explained单独存为两个变量，想单独保存下，不想每次都是复制2016-8-31 14:51 - 苏打水_ - R语言论坛

VAR estimation residuals correlated, 违反assumption 吗？
1 个回复 - 735 次查看对角线以上是VAR estimation 5 个residual series 的 correlations. 看上去correlation 都不为0 ,那么这样可以接受吗？还是违背了residuals independent 的假设？2016-11-8 14:03 - gnim - 计量经济学与统计软件

[下载]Residuals and Influence in Regression
13 个回复 - 6357 次查看 Residuals and Influence in Regression, by R. Dennis Cook and Sanford Weisberg 2007-8-13 22:57 - mittie - 经济金融数学专区

The power of the KPSS-test for cointegration when residuals are fractionally int
1 个回复 - 879 次查看 The power of the KPSS-test for cointegration when residuals are fractionally iintegrated2015-9-26 10:46 - lucky187 - 求助成功区

检测residuals 是不是白噪声
9 个回复 - 5171 次查看亲们，我在做ADF 选完lags后要检测residuals 是不是白噪声，输入 predict resid, r tsline resid corrgram resid, lags(20) 得到的p-value是应该越接近1 越好嘛。而我得到的结果是lags 17,18,19,20 对应 ...2015-8-17 21:08 - 三米雀仔 - Stata专版

Standard Deviation of the Residuals
1 个回复 - 3293 次查看請問各位高手：proc reg如何跑standard deviation of the residuals?2008-2-11 22:33 - hmc667888 - SAS专版

学生氏残差（studentized residuals)的求法
5 个回复 - 13767 次查看我参看了一段英文文献，但没太看懂：2012-6-10 13:11 - 耕耘使者 - 计量经济学与统计软件

Uniform convergence of weighted sums of non and semiparametric residuals for est
1 个回复 - 655 次查看【作者(必填)】Juan Carlos Escanciano， David T. Jacho-Chávez，Arthur Lewbel 【文题(必填)】Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing 【年 ...2015-2-9 22:05 - 我来了 - 求助成功区

Level 2 Residuals SPSS Mixed
1 个回复 - 1881 次查看 I am estimating a twolevel regression model in SPSS using the mixed procedure and would like to plot the level-2 residuals; However, I only get residuals for the observations at level-1. Can anyone ...2014-4-10 05:23 - ReneeBK - SPSS论坛

求论文:A Review of the Development and Application of Recursive Residuals...
2 个回复 - 689 次查看求如下文献:(我已在网上查到此论文，但无权限下载)[/backcolor] 【作者(必填)】 K. Swallow[/backcolor] 【文题(必填)】A Review of the Development and Application of Recursive Residuals in Linear Models[ ...2014-3-22 10:30 - jiagangw - 求助成功区

Adaptive tests of significance using permutations of residuals with R and SAS
3 个回复 - 1135 次查看 Description Provides the tools needed to successfully perform adaptive tests across a broad range of datasetsAdaptive Tests of Significance Using Permutations of Residuals with R and SAS illustrate ...2014-2-17 08:07 - fuwuyie - 商业数据分析

运行predict resid, residuals，为什么会报错：option residuals not allowed
3 个回复 - 10975 次查看为什么报错？我前面用的回归模型是zinb或nbreg。都是这样报错“option residuals not allowed”、“option resid not allowed”。stata 11, stata 12都试了试，都是这样报错。 . predict resid, residuals optio ...2013-9-9 08:39 - punchwei - Stata专版

急：recursive residuals 谁来解释下，最好中英文都解释下！
1 个回复 - 3154 次查看 [*]Explain what is understood by the term “recursive residuals”. How can one use recursive residuals to check the structural stability of the model? What other checks for model stabi ...2013-4-19 21:40 - whz1989 - EViews专版

求文献Comparison of Regression Curves Using Quasi-Residuals
1 个回复 - 774 次查看【作者(必填)】K. B. Kulasekera 【文题(必填)】Comparison of Regression Curves Using Quasi-Residuals 【年份(必填)】1995 【全文链接或数据库名称(选填)】http://www.jstor.org/discover/10.2307/2291346 ...2013-4-8 18:11 - 一诺9257 - 求助成功区

求全文Testing for spatial autocorrelation among the residuals of the geographica
3 个回复 - 1213 次查看求“Yee Leung, Chang-Lin Mei, Wen-Xiu Zhang.Testing for spatial autocorrelation among the residuals of the geographically weighted regression.Environment and Planning A 2000,32(5) 871 – 890 ”全文，因 ...2013-4-7 13:43 - dandan_9075 - 数据求助

Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
2 个回复 - 1008 次查看【作者(必填)】Jaeckel,L.A. 【文题(必填)】Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals 【年份(必填)】1972 【全文链接或数据库名称(选填)】http://www.jstor.org ...2013-2-25 22:15 - 一诺9257 - 求助成功区

The Use and Interpretation of Residuals Based on Robust Regression
5 个回复 - 825 次查看【作者(必填)】McKean,J.W,S.J.Sheather,and T.P.Hettmansperger 【文题(必填)】The Use and Interpretation of Residuals Based on Robust Regression. 【年份(必填)】1993 【全文链接或数据库名称(选填)】 ...2013-2-24 20:01 - 一诺9257 - 求助成功区

TAR Models and predictive residuals (Tsay, 1989)
2 个回复 - 1067 次查看【作者(必填)】Tsay 【文题(必填)】TAR Models and predictive residuals 【年份(必填)】1989 【全文链接或数据库名称(选填)】2012-12-2 22:48 - 尘星1109 - 求助成功区

Testing for Spatial Autocorrelation Among Regression Residuals
2 个回复 - 1070 次查看【作者(必填)】Cliff A, Ord JK 【文题(必填)】Testing for Spatial Autocorrelation Among Regression Residuals 【年份(必填)】1972 【全文链接或数据库名称(选填)】2012-4-19 10:39 - cfzhang - 求助成功区

一道作业题求教，推导coviance of predictive residuals
4 个回复 - 1406 次查看有一道计量推导题请教一下大家，这是我下周要交的题目，我的结果是covariance和用正常方法推导出来的covariance between predictive error一样，不会因为新的observationd导致的新estimator 而有不同。但我很不确定， ...2012-4-3 10:01 - aj_goodnews - 计量经济学与统计软件

求教：计算industry adjusted residuals
0 个回复 - 2173 次查看本人刚刚计算出每一个industry-year的firm residual出来，现在需要计算每一个industry-year的median, 然后用之前求得的每一个公司的residual value 减去 median residual of each industry-year （计算industry adju ...2012-3-24 00:20 - lvchan521 - Stata专版

The Use of Recursive Residuals in Checking Model Fit in Linear Regression
1 个回复 - 3128 次查看 2007-8-22 21:18 - xuehe - 计量经济学与统计软件

关于arch后的residuals
2 个回复 - 2105 次查看请教各位大牛， arch return, ma(1) arch(1) garch(1) 之后，我算residuals predict residuals1, resid 请问这里得到的residuals1是残差，还是用conditional standard error标准化的残差？若是前者，怎样得到 ...2011-11-25 14:21 - melody.xin - Stata专版

求助～～model estimation之后如何得到standardized residuals?
0 个回复 - 3155 次查看用matlab estimate了一个quadratic garch-in-m的模型，之后想观察一下residuals,看看skewness和excess kurtosis之类的，怎么得到standardized residuals呢？一般的arma(1,1)-garch(1,1)怎么得到standardized res ...2010-11-20 04:24 - ybeybe - MATLAB等数学软件专版

How to predict residuals for multiple regressions?
1 个回复 - 2431 次查看 I've run multiple regressions by writing a do-file: Foreach i of varlist xx-yy { regress `i' price } How do I predict all residuals for all regressions? For example, if I've run 200 regressions th ...2010-6-30 12:36 - minischnauzer - Stata专版

Decomposing Wage Residuals- Unmeasured Skill or Statistical Artifact
0 个回复 - 1255 次查看劳经英文论文2010-6-22 09:11 - vanhongbin - 劳动经济学

the relevant residuals
0 个回复 - 1652 次查看最近想投一个刊物,该刊物非要我翻译the relevant residuals,大家觉得这个怎么翻译呢?有比较权威或者贴切的翻法吗?谢谢啊2009-2-13 13:45 - yafei_lyf - 数据求助

Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals
0 个回复 - 339 次查看 2004-12-14 00:13 - 地方财政收入622 - Forum

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