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Dec
14
comment Multivariate regression with nonindependent variables
Yes. I think you can solve the problem with interactions. Include in the regression, Year of Origin, Year of Origin x Age, Year of Default, Year of Default x age. (Note: The fact that your data only includes defaults will lead to selection bias in your estimates, but that is a problem for another day).
Dec
14
comment Multivariate regression with nonindependent variables
Is your data only limited to defaults, or does it also include contracts still ongoing?
Dec
14
comment Multivariate regression with nonindependent variables
If I understood you right, in your 3 variables of: "Date of origin Date of default Age of contract at default", it is possible to write out: Age = Date of Default - Date of Origin? If this is true, then you cannot run that regression with all 3 variables. One is going to get dropped.
Dec
12
answered How to proof that least square estimator $\hat{B}$ doesnt exist when $x$ is linearly dependent?
Dec
10
comment Trying to find similarity between collection of points
Am I correct in assuming that your goal is to estimate a distribution (for each set)? If so, do you have a prior on what the distribution might look like? E.g Given 2 points, the distribution of distances is normally distributed....
Dec
10
answered how binary quantile regression divides the dependent variable into quantiles
Dec
9
awarded  Yearling
Dec
9
answered Parameter optimization using a regression model.
Dec
8
answered Proof of Correlation Coefficients
Dec
8
comment Parameter optimization using a regression model.
From the question, I thought he meant that $N$ and $BW$ are variables, not parameters. I.e. that $M=\gamma_1N+\gamma_2BW$ and $L=\beta_1N + Const$.
Dec
8
comment Parameter optimization using a regression model.
Do you observe the values of N and BW?
Dec
4
revised Assumption of a Random error term in a regression
added 94 characters in body
Dec
4
answered Assumption of a Random error term in a regression
Dec
3
comment Curve fitting and regression: reading speed
Your coefficients (e.g. 2.681 and 11.79) are estimates. They have standard errors and confidence intervals associated with them...
Dec
2
comment Correct choice of analytical statistic method for time series problem
It seems that the two types of methodology you want are an "Event Study" and "Difference in Differences". A couple of additional points. You do not have 2 control groups, you have a treated group (where the treaty was ratified) and a control group (where the treaty was not ratified). You're also going to have to make some strong assumptions on the comparability of these two groups. I suggest comparing their characteristics and any pre-ratification trends.
Nov
28
comment Hypothesis testing - Beta coefficient
Really short answer: You need to divide by $S_x^2$ because in your definition of $b_j$ you have the variance of X in the denominator.
Nov
24
comment Regression question (details inside). Measuring the incremental impact on the dependent variable of one category over other categories
I dont understand why tier2tier3 = 0 if the bank is neither part of tier 1 or tier 2?
Nov
24
comment $E(\bar{Y})=\bar{Y}$? [Linear Regression]
@ Ahmed Ali Repeated Sampling"? I think you're making this problem much more complicated than it need be. $\bar{Y}$ is a constant in both the population and a given sample (though not necessarily the same for both).
Nov
23
comment $E(\bar{Y})=\bar{Y}$? [Linear Regression]
@"Ahmed Ali" Close, $E[Y_i]=\beta_0+\beta_1E[X_i]$
Nov
22
comment $E(\bar{Y})=\bar{Y}$? [Linear Regression]
Yes. It doesn't matter. The expected value if a constant is a constant and the expected value of $Y_i$ is $\bar{Y}$