This repository contains R codes written when i was working as model validator at Credit Suisse.
The Linear Regression Model Validation Tests helps in checking the assummption of OLS, stationarity, segmentation, coefficients stabitlity, sensitivity of factors, functional form and outsample analysis.
The Linear Regression Model Benchmarking Code takes input as no of independent variable to consider in model building, data set, minimum adjuster R2 which a model should have, correlation cutoff for independent variables, transformation to apply to independent variables and which variables to not be considered for transformation. Based on these inputs, it outputs the set of the best models with their set of independent variables and adjuster r2 value.