crossxwill
William Chiu
Recently Published
Modeling Mortgage Rates
Autoregressive distributed lags model (ARDL or ADL) and Error correction model (ECM).
Check Your Residuals
A quick tutorial for residual plots and natural cubic splines.
Investing $10,000 in the S&P 500
Had you invested $10,000 on 1929-07-01, your portfolio would have been worth about $3,000 after 8.6 years. In stark contrast, if you invested $10,000 on 2007-11-01, your portfolio would have been worth about $19,000 after 8.6 years.
Beyond statistical significance
p-value thresholds for statistical significance should be abandoned
Convert an Annual Transition Matrix to a Monthly Transition Matrix using R
Finding the p-th or n-th root of a matrix.
Reducing Hospital Readmissions
Example of logistic regression
How to cheat, lie, and steal to get a better model
How to cheat, lie, and steal to get a better model
Measuring Overfitting
Measuring overfitting using a simulated data set
Three Deadly Sins of Predictive Modeling
Three Deadly Sins of Predictive Modeling
Comparing functional forms
Even if two models are algebraically the same, the predictions from the two models are not necessarily the same. Although the predictions between the two equivalent models converge as the sample size increases.
Do not use p-values to select or reject variables.
Using caret
Modeling the probability of getting approved for a credit card.
Boosting Linear Models
Boosting Linear Models and an assortment of other models on the German Credit Card data set.