"I am interested to model a binary dependent variable with a number of independent variables, either continuous or categorical and I used logit model for establishing the relationship between probability and independent variables. The odds ratio of a…"
"As Matt states below, Generalized Linear Model techniques transform a response into a continuous range, so the response and coefficients on the right side look like a linear regression model--a linear combination of coefficients multiplied by the…"
"It really depends on the particular model you are fitting, how you have fitted it and what the purpose of the analysis is. It can be difficult to interpret the coefficients directly, but you can still use them to test hypotheses in the normal way,…"
when I want to fit a GARCH model to study volatility of the agricultural commodity price, I have included lag forms of the change in original variable ( for example p (t)- p (t-4 ). Am I right ? The variance equation of GARCH model can contain the lag terms of the original dependent variable?