ML-QuantSubscribe

RePEcOther

Group Mean-Differences

The research proposes a compensation-factor to estimate the additional observed variables needed to recover the determinacy coefficient size after eliminating a group mean-difference, impacting the validity of the factor score predictor.

Featured in No. 82 on 15 Jan 2025 · on release day

Released
15 Jan 2025
First featured
No. 82 · 15 Jan 2025
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
4
Identifier
RePEc:ibn:ijspjl:v:13:y:2025:i:1:p:1

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page