Re: Erin Lauterbach & Sam Wong - Model Building Problem Solving


I have a couple of theoretical questions relating to model building.

  1. 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.
  2. 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!