The trinity of errors in applying confidence intervals: An exploration using Statsmodels
O'Reilly on Data
DECEMBER 9, 2019
We develop an ordinary least squares (OLS) linear regression model of equity returns using Statsmodels, a Python statistical package, to illustrate these three error types. We use the diagnostic test results of our regression model to support the reasons why CIs should not be used in financial data analyses. and an error term ??
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