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8 votes

Why do my bootstrapped coefficient standard errors differ from statsmodels standard errors

With a large dataset like yours (20,640 observations), the asymptotic assumptions should hold reasonably well, making the bootstrap and OLS standard errors similar unless there are issues: The ...
Robert Long's user avatar
  • 59.9k
5 votes
Accepted

Power of two-sample z-test

Your formula is for a one-sample test, that is for testing the null hypothesis that the mean of a population has a given value given a single sample from it. You can check the 'one sample' calculation ...
George Savva's user avatar
  • 2,054
3 votes

Feature selection using backward feature selection in scikit-learn and PCA

First: Doing principal components regression is mostly an alternative to lasso, random forest, and so on, not a preliminary step. Second, lasso is a method of adjusting OLS (or other regressions such ...
Peter Flom's user avatar
  • 117k
2 votes

Am I finding redundant columns in my data using Factor Analysis

Your approach is correct, but it's important to consider the size of your dataset. The results and interpretations you obtain from your data can be greatly influenced by the number of samples you have....
Oscar Flores's user avatar
1 vote

Am I finding redundant columns in my data using Factor Analysis

Several things. First, as @Oscar Flores correctly points out, your sample size of $n = 10$ is very small by factor analysis (FA) standards. For example, Beavers et al. (2019) review commonly cited ...
Preston Botter's user avatar

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