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CourseErrors Found in 2021 Study Materials P1.T2. Quantitative Methods

Nicole Seaman

Director of FRM Operations
Staff member
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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:

• Page number
• Error

bollengc

Member
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hello,

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

page 4:

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

page 10:

the square (crossed in red) can be removed

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
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P1. T6 Hypothesis Testing pg29 has an unfinished sentence after 'so those ci'. My assumption is 'can be accepted.'

reiss1

New Member
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Hello,

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

Thanks,
Reiss

reiss1

New Member
Subscriber
Hello,

On Ch2 notes p. 10, i believe the "<=" highlighted orange should be "<".

Thanks,
Reiss

reiss1

New Member
Subscriber
Hello,

On Ch3 notes p. 8, I believe Var(Y) is "a^2* σ^2".

Thanks,
Reiss

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