Quants Flashcards
R^2
= SSR/SST
= SST-SSE/SST
Adjusted R square
= 1 - (n-1/n-k-1) (1-R^2)
or
= 1 - (SSE/n-k-1) / (SST/n-1)
Joint F Test
= (SSE restricted - SSE unrestricted) / q
______________________________________
SSE unrestricted / ( n-k-1)
General Linear F test
= MSR
_______
MSE
Heteroskadasticity
Breusch Pagant test that is nR^2
Serial Correlation
Durbin Watson test that is 2(1-r)
Multicollinearity
Variance Inflation Factor (VIF)
Logit Model Probability (P)
= 1
___________________________________
1 + e ^ [- ( bo + b1x1 + b2x2 + ….)]
Mean Reverting Level
= bo
_________
1 - b1
Normalization
= Xi - X min
_______________
X max - X min
Standardisation
= Xi - µ
_______
σ
Precision (P)
= TP
_________
TP + FP
Recall (R)
= TP
_________
TP + FN
Accuracy (A)
= TP + TN
___________________
TP + FP + FN + TN
F1 score
= 2 x P x R
____________
P + R
False Positive Rate
= FP
_________
TN + FP
True Positive Rate
= TP
_________
TP + FN
RMSE
= ( Predicted i - Actual i)^2
___________________________
n
(pura root me hai)
