You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
Hi, I have a question on the Sensitivity by Model Band section of Chapter 19.
Why do we compute the sensitivity for each band like this using a single variable linear regression model?
@curry
def sensitivity(data, y, t):
# line coeficient for the one variable linear regression
return (np.sum((data[t] - data[t].mean())*(data[y] - data[y].mean())) /
np.sum((data[t] - data[t].mean())**2))
I am struggling to understand why this model is used here, while a few cells above we are computing the sensitivity differently using (y(t+h) - y(t)) / h with OLS with interaction terms. For instance, couldn't why compute the mean of the sensitivity we already have for each band?
Thanks
The text was updated successfully, but these errors were encountered:
Hi, I have a question on the Sensitivity by Model Band section of Chapter 19.
Why do we compute the sensitivity for each band like this using a single variable linear regression model?
I am struggling to understand why this model is used here, while a few cells above we are computing the sensitivity differently using
(y(t+h) - y(t)) / h
with OLS with interaction terms. For instance, couldn't why compute the mean of the sensitivity we already have for each band?Thanks
The text was updated successfully, but these errors were encountered: