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  • 0 posts edited
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  • 13 votes cast
9h
comment How to curve fit an unknown function?
You should look into non-parametric regressions like kernel regressions or local linear or series regressions.
Apr
15
comment Comparison of parameter: two different populations
Perhaps then some more information on the problem and the regression(s) you want to run
Apr
15
comment Comparison of parameter: two different populations
From your setup, that looks like 2 separate regressions, not two parameters in one regression.
Apr
14
comment Intuition for “weights” in simple linear regression
If we have $w_i=\frac{x_i}{\sum x_j^2}$ then $w_i$ is only increasing in $x_i$ holding the denominator fixed. If not, then it is not necessarily the case that $w_i$ is increasing in $x_i$.
Apr
13
awarded  Benefactor
Apr
13
accepted Bayesian Updating with 1 Signal but 2 Unknowns
Apr
12
comment Bayesian Updating with 1 Signal but 2 Unknowns
I'm a little confused. Doesn't $\mu_1$ depend on $\alpha_1$ and the updated value of $p_1$? If so then how can we solve your equation straight up. Wouldn't we need to find a "fixed point" so that the equation is satisfied? (That is marginal value for $\alpha$ on the RHS that is consistent with the joint distribution on the LHS).
Apr
10
answered How to report significant digits in coefficient of determination?
Apr
8
answered Differentiate intergral function
Apr
8
revised Bayesian Updating with 1 Signal but 2 Unknowns
added 13 characters in body
Apr
8
comment Bayesian Updating with 1 Signal but 2 Unknowns
@DanielWeissman Good Catch, Fixing now
Apr
6
comment How do I get the proper p-value of a time series average of regression coefficients?
Is it possible to bootstrap? en.wikipedia.org/wiki/Bootstrapping_(statistics)
Apr
6
answered every pdf can be regarded as a marginal distribution of a joint pdf
Apr
5
awarded  Promoter
Apr
5
revised Bayesian Updating with 1 Signal but 2 Unknowns
added 134 characters in body
Apr
4
revised Bayesian Updating with 1 Signal but 2 Unknowns
edited title
Apr
3
asked Bayesian Updating with 1 Signal but 2 Unknowns
Apr
1
answered How to approach this least square projection question?
Mar
28
comment Motivation for gradient descent method over OLS/MLE for simple linear regression?
I'm going to have to disagree with the premise of your question. When the goal is to perform a simple OLS regression, almost no one will solve the problem using MLE. In fact its precisely for when the problem is not linear that MLE is most useful. (Perhaps the reason lecture notes often show MLE results for OLS is that since we already know the closed form solution, we can check that the MLE estimates are identical.)
Mar
27
comment When the company will stop production?
First, you need to find out given price p, which quantity the firm will produce, that is: $max_q P*q-(100+10q-6q^2+3q^3)$ Then, figure out at which prices profits will be negative.