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Hi, I want to compare different binary classifiers in terms of their AUC values on test sets. I have data over one year with about 2000 observations each month. Now I would like to use the data in each of the last three months as separate test sets while using the months prior to a...

Hi, I have a dataset spanning two years which consists of individuals entering some process. Once they have entered this process I want to predict the number of days they will remain in this process based on some set of covariates. There are some charateristics of the data which lead me to...

Hi there, I'm working on a research on individuals who enter financial distress using the Cox proportional hazards model. In this case the individuals can get in financial distress multiple times within a time-window such that independency assumption is probably not satisfied. I stumbled upon...

Hi there, I was wondering the following. If I have found that a variable X converges to some probability limit p and subsequently I wish to find the asymptotic distribution of that variable, can I say that sqrt(N)(X - p) has an asymptotic normal distribution with mean zero and some...

Hi there, First of all I''m not sure if this should be posted here or under the statistical software topics but anyway... I have two time-series, one of them is binary and the other is not. Now I'm estimating a probit model with i lags varying from zero to 24. That is, I shorten my...