1488 search results for "Regression"

Statistical Methods for the Chain Ladder Technique Demo (CloudStat)

January 10, 2012
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Statistical Methods for the Chain Ladder Technique Demo (CloudStat)

This demo will use a study case, how a general insurance company use CloudStat to estimate outstanding claims. Background Forecasting outstanding claims and setting up suitable reserves to meet these claims is an important part of the business of a gen...

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Creating LaTeX Tables from Zelig and Statnet objects

January 9, 2012
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As a PhD student that uses quantitative methods a lot, one annoying part of my job is to type up my results, especially formatting tables with regression models can be a lot of work. Luckily there is an excellent package in R, apsrtable, which will gen...

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Coefplot: New Package for Plotting Model Coefficients

January 3, 2012
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Coefplot: New Package for Plotting Model Coefficients

By Joseph Rickert Even to the practiced eye, looking at coefficients in R model summaries can be tedious. And, capturing information about the significance of coefficients from scores or maybe even hundreds of models in a way that makes writing the final report a bit easier is a time consuming and thankless task. Of course, once you know what...

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Monetary Policy & Credit Easing pt. 8: Econometrics Tests in R

January 2, 2012
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Hello, folks its time to cover some important econometrics tests you can do in R.The Akaike information criterion is a measure of the relative goodness of fit of a statistical model.  If you have 10 models and order them by AIC, the...

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Monetary Policy & Credit Easing pt. 7: R Econometrics Tests

January 1, 2012
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In post 6 we introduced some econometrics code that will help those working with time-series to gain asymptoticly efficient results.  In this post we look at the different commands and libraries necessary for testing our assumptions and such. Testing our Assumptions and Meeting the Gauss-Markov TheoremIn this section we will seek to test and verify the assumptions of the simple linear...

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Using factor analysis or principal components analysis or measurement-error models for biological measurements in archaeology?

December 31, 2011
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Greg Campbell writes: I am a Canadian archaeologist (BSc in Chemistry) researching the past human use of European Atlantic shellfish. After two decades of practice I am finally getting a MA in archaeology at Reading. I am seeing if the habitat or size of harvested mussels (Mytilus edulis) can be reconstructed from measurements of the The post Using...

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Monetary Policy and Credit Easing pt. 6: Empirical Estimation and Methodology

December 30, 2011
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Monetary Policy and Credit Easing pt. 6: Empirical Estimation and Methodology

IT is now appropriate to lay out our two regression models in full for empirical estimation over our two separate time periods. The first estimation is from 4/1/71 to 7/1/97 and the second is from 4/1/01 to 4/1/11. The methodology employed in the estimation of these two models is a procedure using Generalized Least Squares with a Cochrane-Orcutt, style iterated...

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Fed Loan Data Part 1

December 27, 2011
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Fed Loan Data Part 1

This is the start of analyzing the Federal Reserve and Banking data mentioned in my "A Christmas Miracle". The file is a combination of summary data and actual data from each of the 400+ banks that recieved funds from the Federal Reserve during 2007-20...

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Modelling returns using PCA : Evidence from Indian equity market

December 26, 2011
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As my finance term paper, I investigated an interesting question where I tried to identify macroeconomic variables that explain the returns on equities. Much of the debate has already taken place on this topic which has given rise to two competing theo...

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ML-Class Ex 7 – kMeans clustering

December 24, 2011
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ML-Class Ex 7 – kMeans clustering

The K-means algorithm is a method to automatically cluster similar data examples together. The intuition behind K-means is an iterative procedure that starts by guessing the initial centroids, and then refines this guess by repeatedly assigning examples to their closest centroids and then recomputing the centroids based on the assignments. Read more »