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I need to correct an apparent miscommunication regar
ding derivation of het H’s and L’s
Posted:
Dec 12, 2012 10:10 PM
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In point (2) of your last post of 12/12 at 6:57pm ssm time, you asked:
?2. [...]Are the values whose median you get averages over all
Lengths? [...]
No. I?m sorry my earlier posts on this matter were insufficiently
clear.
To try and clarify, each of the twelve values that underlie the twelve
H?s and L?s in this row of the het table:
a1 a3 b1 b47 c1 c2
C S C S C S C S C S C S
Het
1N Aubqe H H L L H H H H L L L L 0
is the slope of the regression of all values of Aubqe against all
values of Length for each of the twelve fold x subset combinations |
set=1, method=N.
To make this statement perfectly clear:
I.
The twelve slope values underlying the H?s and L?s in the above het
row are:
Slopes of Regressions of
Aubqe on Length (L) for each
Fold x Subset |
Set 1, Method N
Fold x Slope
Subset | # of
Set 1 of Aubqe
Meth N L?s on L
a3_S_1_N 70 -0.000188
c1_C_1_N 101 -0.000026
a3_C_1_N 48 0.000052
c1_S_1_N 101 0.000266
c2_S_1_N 96 0.000421
c2_C_1_N 95 0.000550
b47_C_1_N 99 0.000618
a1_S_1_N 101 0.001069
b47_S_1_N 99 0.001079
b1_S_1_N 31 0.001119
b1_C_1_N 28 0.002015
a1_C_1_N 101 0.002210
where, for example, het is H for (b1,C) and (b1,S) because both b1
values (.001119 and .0022015) are above the median in the above
table.
II.
In the case of the b1,C value of .002015 in the above table of
regression slopes, this value is the slope of the regression of the 28
values of Aubqe on the 28 values of length in the following table,
where for example, 0.029825086 is the value of Aubqe from the
regression of c on (e,u,u*e,u^2) for the 19 observations that were
obtained at length 31 for set 1, method N, fold b1, subset C.
Len Aubqe N
28 -0.021733290 24
29 0.027230210 25
30 -0.010880656 29
31 0.029825086 19
32 -0.011625612 20
33 0.071438615 17
34 0.009855592 22
35 0.113916039 21
36 -0.016038401 23
37 0.047093588 16
38 -0.002015528 17
39 0.098748678 15
41 0.090504651 29
58 -0.040066899 16
60 0.074271940 19
61 0.139588949 19
62 0.242534468 19
63 0.139639919 17
67 -0.130255362 19
72 0.002199866 18
74 -0.107438465 19
76 0.136680341 24
78 -0.090464638 20
79 0.192887241 20
84 0.285430214 17
93 -0.091072353 15
98 0.283460793 16
102 0.352348082 15
III.
Similarly, in the case of the b1,S value of .001119, this value is the
slope of the regression of the 31 values of Aubqe on the 31 values of
length in the following table, where for example, 0.082857411 is the
value of Aubqe from the regression of c on (e,u,u*e,u^2) for the 17
observations that were obtained at length 30 for set 1, method N, fold
b1, subset C.
Len Aubqe N
28 -0.041933273 17
30 0.082857411 17
32 -0.023307810 15
33 0.016436268 19
34 0.064338883 18
35 0.018537301 17
36 0.135477085 26
37 -0.024060074 20
38 0.062289905 18
39 0.070760023 15
40 0.123686153 17
41 0.132276040 26
43 0.214517353 15
47 0.076900232 17
58 0.092083175 15
60 0.034969293 17
61 0.147578406 16
62 0.109426822 20
63 0.129541862 17
64 0.334851532 16
67 -0.075508098 16
72 0.277183445 21
74 0.187384762 21
76 0.239240102 22
78 0.167346457 19
79 -0.028333849 19
81 0.428005607 17
82 0.157404506 16
84 -0.119050706 18
92 0.214102568 15
98 -0.174494187 16
I don?t know if this clarification removes any of your concerns, adds
to them, or makes no difference.
But before continuing the discussion, I wanted to make sure it was
perfectly clear how the het H and L values were derived.
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