How many principal components?

ijyliu / ECMA-31330-Project

Econometrics and Machine Learning Group Project

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Closed ijyliu closed 3 years ago

ijyliu commented 3 years ago

Currently I'm using just one.

But we could choose an optimal number using cross validation.

ijyliu commented 3 years ago

@nicomarto did you intend to use just one, or more than one? Did the prof. have a recommendation?

paul-opheim commented 3 years ago

I'm pretty sure we just wanted to use 1.

ijyliu commented 3 years ago

Cut down on number of components, perhaps remove not well correlated ones. Most GDP-related items... no need for headcount ratio, poverty gap, ODA

ijyliu commented 3 years ago

Current results with just a few gdp related indicators