Built OLS analysis notebooks for temporal and geographic effects

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Built OLS analysis notebooks for temporal and geographic effects

  • Day: 2026-06-11
  • Time: 11:45 to 11:55
  • Project: Dev
  • Workspace: WP 2: Operational
  • Status: Completed
  • Priority: MEDIUM
  • Assignee: Matías Nehuen Iglesias
  • Tags: Notebook, Ols, Diagnostics, Fixed-Effects, Residuals, Geo-Analysis

Description

Session Goal

Create and hand off a sequence of Jupyter notebooks to extend the OLS analysis workflow across temporal effects, geographic effects, placebo/sensitivity checks, coefficient auditing, and residual diagnostics.

Key Activities

  • Planned a temporal-effects notebook (12_ols_temporal_effects.ipynb) following the same pattern as the prior notebook.
  • Included OLS run loading, comparison against ols_core, temporal fixed effects, yearly and quarterly residuals, and saved outputs.
  • Generated and shared a download link for the temporal notebook as a ready-to-retrieve artifact.
  • Defined a central notebook for geographic effects in feature engineering, covering comparison with the core model, variance decomposition, agglomerate rankings, observed-vs-residual scatter, and stability across settings.
  • Produced and shared the geographic analysis notebook (13_ols_geographic_effects.ipynb).
  • Planned a geo placebo and sensitivity notebook to compare real vs shuffled geographic ranks, test agglomeration fixed effects with and without pyramid controls, and separate signal from artifact via geographic variance.
  • Produced and shared the placebo/sensitivity notebook (14_ols_geo_placebos_and_sensitivity.ipynb).
  • Proposed a methodology notebook for OLS equation and coefficient auditing, including feature columns, data types, feature blocks, fixed effects, transformed matrices, and coefficient distributions by family.
  • Produced and shared the coefficient-audit notebook (15_ols_equation_and_coefficients.ipynb).
  • Planned a residual-diagnostics notebook focused on persistent regression failure modes: calibration, residuals by income, decile-level errors, distribution compression, and a prediction stretch test.
  • Confirmed the residuals/distribution notebook (16_ols_residuals_and_distribution.ipynb) was ready for download.

Achievements

  • Multiple analysis notebooks were specified and made available for download, creating a modular OLS diagnostics workflow.
  • The workflow now spans temporal effects, geographic effects, placebo/sensitivity testing, coefficient auditing, and residual failure analysis.
  • The session clarified the analytical intent of each notebook and how they fit together as a structured regression-diagnostics pipeline.

Pending Tasks

  • Review the generated notebooks for correctness, consistency, and completeness.
  • Run the notebooks in sequence and validate outputs against ols_core and prior analysis artifacts.
  • Decide whether additional diagnostics or summary notebooks are needed to consolidate findings.

Evidence

  • source_file=2026-06-11.sessions.jsonl, line_number=6, event_count=0, session_id=861b712141de85642aedae636301c775447b8c5730d3397267504d74df731408
  • event_ids: []

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