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Why robust regression?
For every researcher there is that moment when we question ourself of how much our findings could hold if we relax one or more assumptions. Specially in economics where we breath and eat regressions.
Sep 2, 2019
1 min read
Statistics
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R-Language
Optimal lag length in VAR models
Recently, I have been playing with vector autoregressive models. During the model specification and “sanity checks” one has to choose model order, that is, how many LHS lags introduce in the multi-equation model.
Mar 19, 2019
2 min read
Statistics
Example of frequentist perspective of probability
knitr::opts_chunk$set(echo = TRUE) This function tries to visualize the frequentist perspective of probability by flipping an equilibrated π(θ)=0.5 coin. Frequentist approach establish that the true probability of an event θ is given by:
Jun 9, 2017
1 min read
Statistics