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Arshdeep's user avatar
Arshdeep's user avatar
Arshdeep's user avatar
Arshdeep
  • Member for 5 years, 9 months
  • Last seen more than a month ago
  • India
Profile Activity

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awarded
 Teacher
comment
In a predictive model, is orthogonality of noise and predictors an assumption or something that can be proved?
Understood, thanks! I was trying to split conceptually a conditional expectation and causality in my head. They are not the same thing is what I concluded.
asked
In a predictive model, is orthogonality of noise and predictors an assumption or something that can be proved?
awarded
 Critic
answered
Is autocorrelation in a supervised learning dataset a problem?
answered
Bootstrapping test set?
asked
Lowering OLS prediction error with bootstrapping/bagging - a free lunch?
comment
correlation of bootstrap sample means
I find it odd that the conditional covariance is 0 but the unconditional covariance is not (after all, covariance is an expectation). Any thoughts?
awarded
 Commentator
comment
Magnification of sampling error in long term return regressions
Sorry for the terrible code. It works now and the result is still unchanged, although the squared's are more stable.
revised
Magnification of sampling error in long term return regressions
edited body
comment
Magnification of sampling error in long term return regressions
Not intentional, I just fixed it. However I'm getting similar R squared means across horizons.
revised
Magnification of sampling error in long term return regressions
corrected code based on feedback
awarded
 Student
revised
Magnification of sampling error in long term return regressions
added 2 characters in body
asked
Magnification of sampling error in long term return regressions
comment
Is autocorrelation in a supervised learning dataset a problem?
Sorry, is the flaw high autocorrelation or non stationarity?
awarded
 Autobiographer
comment
How to calculate the prediction interval for an OLS multiple regression?
This should be the variance conditional on $x$, right?
awarded
 Scholar
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