What's new

Course Errors Found in 2021 Study Materials P1.T2. Quantitative Methods

Nicole Seaman

Director of FRM Operations
Staff member
Subscriber
Please use this new thread to let David and I know about any errors, missing/broken links, etc. that you find in the 2021 materials that are published in the study planner under P1.T2. Quantitative Methods. This will keep our forum much more organized. We appreciate your cooperation! :)

PLEASE NOTE: Our Practice Question sets already have links to their specific forum threads where you can post about any errors that you find. This thread is for any other materials (notes, spreadsheets, videos, etc.) where you might find errors.

Information needed for us to correct errors:

  • Reading
  • Page number
  • Error
 

bollengc

Member
Subscriber
hello,

on T2-QA-9-Reg-Diagnostics-v3.2, I have found the following typos:

page 4: 1616922468762.png

the regression formula should include gamma_i and not Y_i, like in Garp's chapter 9:
1616923260784.png

page 10: 1616922562555.png

the square (crossed in red) can be removed

1616923162729.png

as well, there is sometimes inconsistence in notations between the chapters (I guess it is the same in GARP), sometimes k is the nb of slop coefficient (so in chapter 8 we consider k+1) and sometimes, like here, k is the nb of coefficient (in the example, there is 1 slope coefficient and 1 intercept and k is taken equal to 2)

Page 11: still references GARP chapter 7, should be chapter 9

thanks,
Camille
 
Last edited:

bollengc

Member
Subscriber
hello,

I am not sure where to put that question (as it might not refer to any typo but is more a question on an example in chapter 9)

when going through Chapter 9 and having a look at the example to compute Cook's distance with the outlier page 11 (data from GARP), I do not get why we use n=15 and not n-1=14 to compute s^2 that is the estimate of the error variance from the model that uses all observation (from the sample data). I understand you are matching GARP computation that is using n=15. But would not that be 'more' correct to use n-1?
(+ the usage of k sometimes as nb of slope coefficient and sometimes as nb of coefficients in the regression model as stated in my message above)

thanks,
Camille
 

yisuho97

New Member
Subscriber
P1. T6 Hypothesis Testing pg29 has an unfinished sentence after 'so those ci'. My assumption is 'can be accepted.'Screenshot 2021-07-07 at 01.54.31.png
 

reiss1

New Member
Subscriber
Hello,

On Ch2 notes p. 14, i believe the central moments are 2nd, 3rd, 4th, instead of 1st, 2nd 3rd, as highlighted in orange.

1627537336372.png

Thanks,
Reiss
 
Top