Ed Jee

icon indicating a website link https://edjeeongithub.github.io/

icon location Chicago, IL icon location Grad student at UChicago. Interested in development and applied econometrics.

Results 2 comments of Ed Jee

Unit Specific Variances Possible Speed-Up

Currently I'm calculating the Jacobian symbolically and then just applying Jacobian %\*% vcov %*% Jacobian' in blocks of 10,000 and taking the square root of the diagonal. I know we...

Unit Specific Variances Possible Speed-Up

Hi, I forked the repo and implemented the method above but I couldn't get any significant speed-ups - it looks like calculating the Jacobian row-by-row is by far the slowest...