Explain what is the covariance and the correlation of a stock's return with itself. Show calculations. Agree or Disagree, and Explain: When estimating a regression with a binary dependent variable, it is necessary to use heteroskedasticity-robust standard error e...
Define the sample covariance, \hat{C} ( \left \{ Y_i \right \}_{i = 1}^{n} ) mathematically and explain what it means intuitively. Provide an example of where you might use a dummy variable. Give an example of the good use of the 0-1 programming model. Identify ...
For a linear model with independent features we can analytically compute the exact SHAP values. We can also account for feature correlation if we are willing to estimate the feature covariance matrix. LinearExplainer supports both of these options. Sentiment Analysis with Logistic Regression - This ...
For a linear model with independent features we can analytically compute the exact SHAP values. We can also account for feature correlation if we are willing to estimate the feature covariance matrix. LinearExplainer supports both of these options. Sentiment Analysis with Logistic Regression - This ...
The covariance structure of personality traits derived from statistical models (for example, Big Five) is often assumed to be a human universal. Cross-cultural studies have challenged this view, finding that less-complex societies exhibit stronger covari
Explain what is the covariance and the correlation of a stock's return with itself. Show calculations. Answer the following: a) What error term assumptions are essential to use OLS to estimate relationships between variables? b) Briefly describe why OLS is BLUE (proofs...
The estimate of genetic variance from the total sample reflects a weighted average of the estimates of variance from each of the sex cohorts and the covariance tagged by SNPs between the sexes. The nonsignificant genotype-by-sex interaction implies no significant differences between the genetic ...
contribution to systemic risk; for example, Tobias Adrian and Markus Brunnermeier propose that capital charges be based on the covariance between an institution’s stock price and those of other large financial institutions. It is important to note that contingent capital schemes and schemes ...
Multiple regression equation uses different slopes with the variables involved. Briefly explain this. Give an example. Explain how simple regression modeling can be extended to understand the relationship among several variables. Explain the relationships among co...
Explain how to check if the covariance matrix has full rank. Define and give an example of the Scalar Matrix. Define and give an example of the Upper Triangular Matrix. Define and give an example of Row Matrix. Define and give an example of the Lower Triangular Matrix. ...