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S4E10 Test Driving Model Identification

Quantitude

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How Do You Establish the Identification of a Model?

In some cases, it's almost impossible to establish general conditions of identification. The doing of identification is really hard as models get more complicated. And so you often just rely on, well, hell, it ran and I got something. But what happens when we have a genuine under identification is that the second derivatives wind up being zero.

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