-
None of our weighted DIM estimators have the same standard errors as `lm_robust()`, except for the clustered and block-clustered cases which match because they farm all the work out to lm_robust (ther…
-
The Return.clean() function in PortfolioAnalytics_1.1.0 hands single columns of the xts time series in a for loop to the clean.boudt() function, which than runs the covMcd() robust location and scatte…
-
Hi guys! As suggested by @coatless, it is better group all issues related to one chapter together to here is what is needed to finish the first chapter:
- [x] @coatless: Fixing AR(1) example, similarl…
-
Stata has now 4 kinds of weights fweights, aweights, pweights and iweights. Probability weights, pweights, have been added after Stata 12 (which was my first Stata). "U" manual has useful information.…
-
### Gökhans pointers
- Choose a suitable level of researchy vs practical work.
- Limit the scope from trying out everything to a few things.
- E.g. compare pros and cons of LQR and PID with tPC stat…
-
This can be accomplished by premultiplying basis functions by the Cholesky square root of the weight matrix (a generalization of how diagonal weight matrices are currently handled). See equation (7) …
-
Hello. I was trying to implement this dataset myself. I managed to obtain the results, but I couldn't assess the Number of Correct with tolerances. I'm trying to achieve the values found in the articl…
-
Hello, thank you for the amazing works. This is not an issue, but just wondering have you tried used the hloc toolbox for ns-process-data instead of colmap. If you did, was it better than colmap for y…
-
This will be nice to demonstrate the synergy between different `eaystats` packages.
We just need to decide on a dataset on which we can write a paper. It has to be a messy dataset with missing valu…
-
### Description
New robust statistical procedures as contained in the WRS2, bmtest GRD & flipscores Packages
### Purpose
Incorporate widely used robust statistical procedures
### Use-case
…