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A Comparative Study of the Impact of Dummy Variables on Regression Coefficients and Canonical Correlation Indices: An Empirical Perspective

2021· article· en· W3176798128 on OpenAlexvenueno aff
Nsisong Ekong, Imoh Udo Moffat, Anthony Usoro, Matthew Iseh

Bibliographic record

VenueInternational Journal of Analysis and Applications · 2021
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicMarket Dynamics and Volatility
Canadian institutionsnot available
Fundersnot available
KeywordsCanonical correlationCanonical analysisMathematicsStatisticsRegression analysisEconometricsCorrelationCross-sectional regressionRegressionVariablesLinear regressionMultiple correlationPerspective (graphical)Polynomial regression

Abstract

fetched live from OpenAlex

In this paper, the impact of dummy variables on regression coefficients and canonical correlation indices from an empirical perspective is investigated. To do this, a regression analysis of Crude Oil Prices on US dollars - Naira Exchange Rates is performed, and the extent of the significance of the relationship is noted. Secondly, dummy variables (coded with respect to various economic regimes of interest) is introduced into the regression of the two variables and the impact of such introduction is also noted. And also, a canonical correlation analysis (CCA) of Inflation rate, the dummy variables and Crude Oil Prices and the dummy variables is conducted. Finally, we compare the significant role of the introduction of the dummy variables on the coefficients of the regression and the canonical correlation indices. The results showed that the introduction of dummy variables impact more on the canonical correlation indices than it does on the regression coefficients.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.095
Threshold uncertainty score0.180

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.038
GPT teacher head0.365
Teacher spread0.327 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations2
Published2021
Admission routes1
Has abstractyes

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