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It’s most common in the machine learning literature to fit and predict y in this dataset without any transformation, tha

Posted: Mon Nov 15, 2021 10:15 am
by answerhappygod
It’s most common in the machine learning literature to fit and
predict y in this dataset without any transformation, that is,
forecast the price. An alternative is to forecast and predict the
log price.
asymptotically (if we had a very large sample), does it matter
whether we fit prices or log p rices i f we fi t a linear mo del by
OLS?