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Results tagged with generalized-moments
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user 148034
generalized-moments stands for the econometric technique of "generalized method of moments", a method of quadratically combining multiple "generalized moments", or "estimating equations", to obtain parameter estimates, their standard errors, and test statistics in single and multiple-equation, cross-sectional, time-series, and panel data models.
3
votes
0
answers
324
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Limitation of number of features in GMM
I am new to GMM training. I could see from the link as below
The main limitation of the GMM algorithm is that, for computational
reasons, it can fail to work if the dimensionality of the problem …
- 131
10
votes
2
answers
12k
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When to use Gaussian mixture model?
I am new to using GMMs. I was not able to find any appropriate help online. Could anyone please provide me right resource on "How to decide if using GMM fits to my problem?" or in case of classificati …
- 131