LISTSERV at the University of Georgia
Menubar Imagemap
Home Browse Manage Request Manuals Register
Previous messageNext messagePrevious in topicNext in topicPrevious by same authorNext by same authorPrevious page (July 2009)Back to main SPSSX-L pageJoin or leave SPSSX-L (or change settings)ReplyPost a new messageSearchProportional fontNon-proportional font
Date:         Fri, 10 Jul 2009 12:18:33 -0700
Reply-To:     jimjohn <azam.khan@utoronto.ca>
Sender:       "SPSSX(r) Discussion" <SPSSX-L@LISTSERV.UGA.EDU>
From:         jimjohn <azam.khan@utoronto.ca>
Subject:      Find a regression model who's predictions are not that volatile
Content-Type: text/plain; charset=us-ascii

I haev a regression model with two independent variables. these two variables have historically proved to be a good predictor since the Adjusted R^2 = .707. However, for the most recent month and the month before, although the model has been predicting the correct movement of the independent variable, it has been overestimating the absolute value of that move. I'm trying to find a different regression model that may be less volatile so that it wouldn't predict such big changes but still be a decent predictor. I tried quadratic terms, I tried taking the ln of the dep variable but both cases I still get the high predicted value. Any ideas how I can find such a less-volatile model? Thanks guys! -- View this message in context: http://www.nabble.com/Find-a-regression-model-who%27s-predictions-are-not-that-volatile-tp24432908p24432908.html Sent from the SPSSX Discussion mailing list archive at Nabble.com.

===================== To manage your subscription to SPSSX-L, send a message to LISTSERV@LISTSERV.UGA.EDU (not to SPSSX-L), with no body text except the command. To leave the list, send the command SIGNOFF SPSSX-L For a list of commands to manage subscriptions, send the command INFO REFCARD


Back to: Top of message | Previous page | Main SPSSX-L page