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ijyliu / ECMA-31330-Project

Econometrics and Machine Learning Group Project
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OLS intercepts #26

Closed ijyliu closed 3 years ago

ijyliu commented 3 years ago

At some point, go through and make sure we correctly specify whether we want an intercept or not for all regressions

ijyliu commented 3 years ago

For the world bank regression, I think I am currently not adding an intercept but we need to add one.

This applies to both the OLS and PCR models. Note that my current PCR estimator function does not include and intercept, so we probably can't use that for the world bank case. Though I could add a function input (true/false) that decides whether or not to add intercepts...

ijyliu commented 3 years ago

Actually, this probably doesn't matter if we standardize y... linked to #30

Currently, there are no intercepts in any of my code.

ijyliu commented 3 years ago

I guess also- do the theory equations contain intercepts? I think not.

paul-opheim commented 3 years ago

The theory, simulation, and application equations do not have intercepts.