Question
Asked 2 August 2022

Why is Hyso test is used in panel regression ?

Why is Hyso test is used in panel regression ? and how is conducted in Eviews10?

Similar questions and discussions

Which hypotheses should I adjust for false discovery rate?
Question
3 answers
  • Maoliang LingMaoliang Ling
Dear all,
I recently conducted a 3 (between-subject: two intervention groups and one control group) x 5 (within-subject: 5 dependent variables) field experiment in which two behavior interventions (indenpendent variables) are investigated in terms of their effects on 5 pro-environmental behaviors (dependent variables). In this experiment, I also measured two psychological variables (proposed mediators), socio-demographic variables (proposed moderators) and several covariates. The experiment aims to examine (1) the intervention effects on pro-environmental behaviors (main effect analysis); (2) the psychological mechanisms underlying intervention effects (mediation analysis); and (3) the boundary conditions of intervention effects (moderation analysis). We established 7 hypotheses regarding the main, mediating, and moderating effects before the experiment began (this is a preregistered experiment). Specifically, there are 2, 2, and 3 hypotheses concerning the main, mediating, and moderating effects that need to be tested.
I have a few questions as to multiple-testing correction.
1) As there are multiple dependent variables (5 pro-environmental behaviors) and our hypotheses apply only to the general pro-environmental behavior, I need to test each hypothesis for each dependent variable. Hence, there are five exploratory analyses for each hypothesis test. I decide to use the method proposed by Benjamini and colleagues to control for the false discovery rate (FDR). Should I apply the FDR procedure to the 5 tests regarding each hypothesis respectively (i.e., using FDR procedure for multiple-testing concerning H1, H2, ... H7, seperately) OR should I apply the FDR procedure to all 5*7=35 tests?
2) I used OLS regression to test each hypothesis. When testing the main effects, the coefficients of the intervention dummies are of interest, but there are also several covariates that need to be controlled in the regression. Should I apply FDR procedure only to the p-values of the variables of interest (i.e., theoretically meaningful) or to the p-values of all variables included in the regression (intervention dummies plus covariates)? Similarly, when testing the moderating effects, the coefficients of the interventionXmoderator interaction terms are of interest. Should I apply FDR only to the p values of these interaction terms or to the p-values of all variables included in the regression?
3) Assume that I conduct bootstrap method to test the mediating effects, as bootstrap concerns the product of two coefficients (a*b) instead of individual coefficients, how should I use the FDR procedure in this case?
I appreciate any help for my questions.

Related Publications

Article
In Occupational Health, predicted FVC (lit) value obtained using regression equations is utilised to determine the prevalence of pulmonary function abnormalities in workers exposed to toxic dust and pollutants. The commonly used regression equations are that of Kamat (Chennai), Udwadia (Mumbai), Purohit (Jaipur) and Jain (Delhi). A wide variation i...
Got a technical question?
Get high-quality answers from experts.