Chenying Gao

9 Questions 4 Answers 0 Followers

Questions related from Chenying Gao

Inflation Rate Excluding Impact on Material/Product sparsity?

Hi All, Previously I have been using CPI published from the BLS (bureau of labor statistics)[0] to reflect inflation. If I'm understanding it correctly, the index we get is interpreted as "for a...

20 January 2020 5,618 3 View

How to interpret if a bank suddenly start issuing many bonds, more than they ever did in history?

Hi All, If a large US bank suddenly started issuing many bonds, more then they have ever issued in the history. How should I interpret that information? And what is the type of bond issued is...

27 August 2019 5,449 7 View

How to Parameterize a Bond Yield Curve?

Hi All, Suppose I have a Yield Curve (assume Semi-Annual Compounding), at term 1M, 3M... 1Y, 2Y... 10Y, 15Y ...30Y (x-axis is maturity / term). How should I parameterize this yield curve? Any...

26 November 2018 3,843 3 View

R String, return a boolean vector of if or not the character is alphabetic?

Hi All, I was wondering if there is a way I can do something like this: str = "3 .*MTNs2 AB33" This is a string of 14 characters I would like to have R return a vector of length 14, and true...

13 June 2018 6,629 1 View

R Factor Analysis with huge amount of predictors resulting in system is computationally singular?

Hi All, I was trying to run Factor analysis for a dataset with around 150 variables but only have around 80 observations. I tried the "factanal" function in R and R reported error: Error in...

14 March 2018 7,710 3 View

Python stepwise regression with AIC?

Hi, what is the Python equivalent for R step() function of stepwise regression with AIC as criteria? Is there an existing function in statsmodels.api?

09 March 2018 6,054 2 View

Logistic Regression detecting over-dispersion and the impact?

Hi All, I'm fitting a logistic regression and I summed up the deviance and used a chi-square distribution to test over-dispersion with this code below: 2 Questions: Q1: I'm getting a p-value

20 November 2017 4,368 2 View

R Logistic Regression Coef sensitive to epsilon = 1e-8. Coefficient not converge?

I'm running a logistic regression with about 200k observations, in which there is one binary predictor where out of the 200k observations there is only 4 occurrence of "1". And the coefficient I...

03 November 2017 9,609 3 View

How to test "constant" over time?

How to test a Time Series to be "Constant" over time? I can think of: 1. No Trend (use linear regression and kernel regression) 2. No Seasonality (? Spectrum analysis with T = 2*pi /...

13 February 2017 8,248 6 View