On Sun, Nov 10, 2024 at 1:27 PM Sven Schreiber
<sven.schrei...@fu-berlin.de> wrote:
>
> Hello everybody,
>
> I'm currently looking at ch. 21 of the guide, "Cheat sheet". I'd propose
> the following cleanups (which I could apply if people agree):
>
> section 21.1:
>
> - Time averaging of panel datasets: I think it would be nice to use a
> real-world dataset such as grunfeld.gdt instead of having the slightly
> distracting code for creation of artificial data.
>
> section 21.2:
>
> - Generating a dummy variable for a specific observation: Instead of
> t=="Italy" one can also write obs=="Italy", which may be more intuitive
> for cross-sectional data.
>
> - Generating a “subset of values” dummy: Nowadays one could use the
> contains() function I think, which would be more readable.
>
> section 21.3:
>
> - Interaction dummies (p. 194 of the A4 guide version from October):
> remove the old string-substitution-based code that pre-dates the
> interaction operator (^; which is also already mentioned there).
>
> - Realized volatility: Is this example even consistent? It starts by
> talking about minutes and hours, but then switches over to seconds and
> minutes. Maybe that's part of the clever trick, I don't know... Apart
> from that, it seems that another trick in the cheat sheet could be
> re-used here, namely "Moving functions for time series".
>
> - Looping over two paired lists: Can't this one be generalized, by using
> Lx[i] and Ly[i] instead of y$i and x$i ?
>
> - Cross-validation: Could it be that using some feature of the regls
> apparatus or a contributed package (by Artur?) would be more practical
> nowadays?
>
> - Is my matrix result broken? - One could now use sum() instead of
> sumc(sumr()).

These are all good points. Let's see if we can address them.

Allin
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