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mkao006 / sws_imputation

Repository for implementing imputation for the Statistical Working System
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Test additive model with proportion shocks #56

Closed mkao006 closed 10 years ago

mkao006 commented 10 years ago

Test the performance of additive model with large smoothing to capture the non-linearity while allowing shocks to be modelled by a binary variable.

The binary variable will be more robust in comparison to the mean regressor in particularly under the influence of shocks in high yield countries.

mkao006 commented 10 years ago

Actually, instead of binary it should be the average of the binary which indicates the proportion of country with increasing or decreasing yield.

mkao006 commented 10 years ago

proportion shocks implemented in shocklme4 and shown to be more robust than the mean.

mkao006 commented 10 years ago

Shocks and variation are no longer in the methodology due to the high variance nature of the estimates under extreme sparsity.