It’s martingale time, baby! How to evaluate probabilistic forecasts before the event happens? Rajiv Sethi has an idea. (Hint: it involves time series.)

Statistical Modeling, Causal Inference, and Social Science 2024-09-24

Summary:

My Columbia econ colleague writes: The following figure shows how the likelihood of victory for the two major party candidates has evolved since August 6—the day after Kamala Harris officially secured the nomination of her party—according to three statistical models … Continue reading

Link:

https://statmodeling.stat.columbia.edu/2024/09/24/its-martingale-time-baby-how-to-evaluate-probabilistic-forecasts-before-the-event-happens-rajiv-sethi-has-an-idea-hint-it-involves-time-series/

From feeds:

Statistics and Visualization » Statistical Modeling, Causal Inference, and Social Science

Tags:

analysis

Authors:

Andrew

Date tagged:

09/24/2024, 14:51

Date published:

09/24/2024, 09:42