# Druss2k

Germany

 Apr 18 awarded Popular Question Mar 30 awarded Notable Question Jan 30 accepted What is the distribution of $e=Y-\mathbb{E}(Y)$ where $Y=\exp(u), \ \ \ u\sim\mathbb{N}\left(\mu,\sigma^2\right)$ Jan 25 revised What is the distribution of $e=Y-\mathbb{E}(Y)$ where $Y=\exp(u), \ \ \ u\sim\mathbb{N}\left(\mu,\sigma^2\right)$added 9 characters in body; edited title Jan 25 comment What is the distribution of $e=Y-\mathbb{E}(Y)$ where $Y=\exp(u), \ \ \ u\sim\mathbb{N}\left(\mu,\sigma^2\right)$Thanks. I'll change it to match the usual conventions with $\mu$ and $\sigma^2$. Jan 25 comment What is the distribution of $e=Y-\mathbb{E}(Y)$ where $Y=\exp(u), \ \ \ u\sim\mathbb{N}\left(\mu,\sigma^2\right)$Indeed it is a little misleading. I was thinking that $e$ (centered version of $Y$) is log-normal even though the distribution is not defined for negative values. I was guessing that a shift of the distribution by its first moment to the left will not change its shape and therefore will just be a "centered" version of the log-normal (which is just not true). I edited the initial post to make things more clearer Jan 25 revised What is the distribution of $e=Y-\mathbb{E}(Y)$ where $Y=\exp(u), \ \ \ u\sim\mathbb{N}\left(\mu,\sigma^2\right)$added 1484 characters in body; edited title Jan 24 revised What is the distribution of $e=Y-\mathbb{E}(Y)$ where $Y=\exp(u), \ \ \ u\sim\mathbb{N}\left(\mu,\sigma^2\right)$deleted 68 characters in body Jan 24 revised What is the distribution of $e=Y-\mathbb{E}(Y)$ where $Y=\exp(u), \ \ \ u\sim\mathbb{N}\left(\mu,\sigma^2\right)$added 93 characters in body Jan 23 revised What is the distribution of $e=Y-\mathbb{E}(Y)$ where $Y=\exp(u), \ \ \ u\sim\mathbb{N}\left(\mu,\sigma^2\right)$deleted 113 characters in body; edited tags; edited title Jan 22 asked What is the distribution of $e=Y-\mathbb{E}(Y)$ where $Y=\exp(u), \ \ \ u\sim\mathbb{N}\left(\mu,\sigma^2\right)$ Jan 12 accepted Definition of "optimal" instruments Oct 11 awarded Famous Question Sep 15 accepted When are the asymptotic variance of OLS and 2SLS equal? Aug 11 comment How to forecast (extrapolate) within a (B-)Spline settingThe solution, and this is what mgcv's gam is doing btw, is to use first order Taylor-Approximation to extrapolate. Jul 22 comment Simulation of Poisson data with a endogenous regressorThat is true. Besides that I'm not quite sure whether it is possible to induce endogeneity this way as the random effect $u$ now explicitly models the dependence between $z$ and the "error term". Nevertheless there could be a way of exploiting the mixed effects framework to achieve what I'm trying to do. Jul 22 comment Simulation of Poisson data with a endogenous regressorI've not thought about dealing with this problem with explicitly using a random effects model. Thank you for the insight. Jul 22 comment Simulation of Poisson data with a endogenous regressorAs what I've described above is a rather simplified version of what I'm actually trying to do it would help greatly if you could give my some hints? Jul 22 comment Simulation of Poisson data with a endogenous regressorTo follow up on that: do you know any reference or means to create a arrival process where one co-variable itself is endogenous and depends upon the arrival rate itself? For instance in demand situations if a high arrival rate is observed (multiple purchases of a product) the firm will increase their price (which will then be endogenous as depending upon demand). Jul 22 accepted Simulation of Poisson data with a endogenous regressor