A little reminder: The system does not work for tweets shared by user in very old time or for those older than the last 1800 tweets the user shared 💔
Regressions: OLS - stupid PLS - takes time into account (nice) GLS/GLSAR - considers autocorr + hetroskedasticity (sweet) Ridge - the best regularizer LASSO & PCA - No. They basically just drop variables, PCA is a little less bad, but still. Bayesian - v. cool
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