Levani Gafrindashvili

11 Questions 10 Answers 0 Followers

Questions related from Levani Gafrindashvili

Survival probability is not monotone in Cox model. how to handle it?

Hello, I built cox proportional hazard model with time-dependent covariates. when I predict survival probability, it wasn't monotonically decreasing for each ID. what is problem and how to handle...

16 April 2021 6,735 3 View

Can I calculate pd without macroeconomic factors?

hello dears, I have just interested in IFRS9 ECL models. I have three question and I appreciate all answers. 1) which models are best for pd, LGD & EAD calculation when I have scarce (about...

05 February 2020 1,291 3 View

Is time series stationary or not?

I want to check if my time series variable is stationary. with no lag order variable is stationary, but with 1 and more lags order process is non-stationary. what I can conclude: is process...

14 August 2019 6,439 3 View

Which is the best metric to evaluate unbalanced classification model?

I have binary classification model. classes are very unbalanced, as I know accuracy is not good metric for unbalanced classification. how do you think which is better metrics? I have following...

27 May 2019 3,508 11 View

How to validate tree models with regression at leafs?

I have just found tree models with regression at leafs. There are several models/packages that does something similar, such as M5P, cubist, model trees.... I want to know pros and cons of these...

01 May 2019 8,480 0 View

What is pros and cons of boosting and random forest technique?

I am begginer in machine learning. can you provide me with some links to understand how boosting and random forest work and what is pros and cons of these techniques ? also I am interested in...

17 April 2019 2,686 5 View

Which is the best technique for feature selection?

I have lots of variables and want to select several of them which will be able to explain a great part of variance. I assume PCA is satisfying. Can you recomend me other technique (or any...

16 April 2019 6,835 16 View

Can I use -xtregar- when i have heteroskedastisity and cross-sectional correlation?

I have unbalanced panel data with several problems: serial correlation, heteroscedasticity and cross-sectional dependence. I want to use -xtregar, fe- model in stata to deal with serial...

25 March 2019 5,698 2 View

How solve heteroskedasticity and serial correlation problem in panel?

I have panel data. I employ fe model, but there are heteroskedasticity and serial correlation problems in model. How i can solve this problem? using robust standard errors is apcetable? which...

18 March 2019 3,285 6 View

Which variable can I use as threshold variable when I am modeling commercial banks profitability?

I want to analyse commercial banks profitability. (I have panel data). I use ROAA as dependent variable and liquidity ratio, capital ratio, NPL, staff-expenses ratio, total asset, non-interest...

17 March 2019 8,696 5 View

How can estimate non-stationary panel data?

if I have unit root problem in both, dependent and independent variables, which technique is recommended to use to get consistent estimation? (T is bigger than N). can I employ dynamic panel data...

17 March 2019 7,982 3 View