This is the second post of the series about GMM, short for Generalized Method of Moments in Econometrics and Statistics. Interested audience are welcomed to review my last post Generalized Method of Moments (GMM) in R (Part 2 of 3) for the basic ideas of GMM and the application using…


Source: https://i.ytimg.com/vi/bNWhsHug1rc/maxresdefault.jpg and https://youtu.be/bNWhsHug1rc

In this post basic concepts of Generalized Method of Moments (GMM) are introduced and the applications in R are also discussed. Interested audience can also refer to the video uploaded by Morten Nyboe Tabor. Well, the first stuff to be clarified is that GMM here is the abbreviation for Generalized…


In this post I will illustrate the somewhat subtle issue about allowing for the multi-threads of Xgboost within Conda environments under MacOS. Since the birth of evolutionary paper written by Chen, Tianqi, and Carlos Guestrin (2016), XGBoost has been drawing attention and is increasingly popular in academic researched, industrial applications…


(The plan for the setups of Sublime Text is deferred, since ST4 is just available recently. Actually I just tried it when it was open to download. However, the key plugin LSP will be substantially upgraded in near future, so maybe I can just wait for it and check it…


This is my FIRST blog after graduation, so just use one of my favorite photos taken in my tour to Kirishima-shi in 2019 to label it. “Life was like a box of chocolates, you never know what you’re gonna get.” Exactly it describes my past experience. I was fascinated by…

Alfred F. SAM

Data Scientist in MassMutual and part-time lecturer in Econometrics and Applied Predictive Modeling.

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