01-28-2019 06:57 AM
Re: Erin Lauterbach & Sam Wong - Model Building Problem Solving
I have a couple of theoretical questions relating to model building.
- What is the use case of COLLECT()? Why would I want to use it and when would I want to avoid it? It seems to be a powerful function but I'm not sure why it is needed.
- Any model building tips when working with matrix style hierarchy structures (e.g. country and client dimensions) that have significant amounts of sparsity? Especially interested in output formats, e.g. P&Ls, which give end users the flexibility of having client and country as separate dimensions within the output without the sparsity. For instance, making it very easy for a user to see Client A across all countries, or see performance of England, France and Germany for a given set of clients.
Thanks! Any help is appreciated!