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Questions related from Levani Gafrindashvili
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 6,784 3 View
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 1,455 3 View
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 6,527 3 View
hello, If you know, does any central bank have regulatory framework how to validate loaners income prediction models, developed by commercial banks?
29 July 2019 2,772 0 View
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 3,586 11 View
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 8,534 0 View
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 2,757 5 View
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 6,890 16 View
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 5,749 2 View
I have serial correlation in panel data model, I add lag of dependent variable, but serial correlation problem didn't deal with. Does it cause coefficients bias, if it only impose inefficiency....
21 March 2019 1,777 0 View
I have T=62 N=14 panel. so I want to use ARDL model, but after -ardl depvar indepvars- I get this result: "sample may not include multiple panels". Is any problem in my data? how can solve this...
19 March 2019 6,096 0 View
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 3,351 6 View
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 8,755 5 View
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 8,032 3 View
