regression-diagnostics

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v0.0.0SpideyHp27MITUpdated 24d agoSource →

OLS with the full Gauss-Markov referee battery — Breusch-Pagan/White heteroskedasticity, Durbin-Watson/Breusch-Godfrey serial correlation, VIF multicollinearity, Jarque-Bera, Ramsey RESET, Chow break — and the verdict column that matters, naive p vs HAC p side by side. Use for "is this regression ed

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24d agoLast update
Skill
AuthorSpideyHp27
Version0.0.0
LicenseMIT
CategoryWorkflow
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OLS with the full Gauss-Markov referee battery — Breusch-Pagan/White heteroskedasticity, Durbin-Watson/Breusch-Godfrey serial correlation, VIF multicollinearity, Jarque-Bera, Ramsey RESET, Chow break — and the verdict column that matters, naive p vs HAC p side by side. Use for "is this regression edge real", "does X predict Y", factor and cross-asset predictor claims. If significance only exists i

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