Blog Archives

Newton-Raphson can compute an average

August 28, 2012
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Newton-Raphson can compute an average

In our article How robust is logistic regression? we pointed out some basic yet deep limitations of the traditional full-step Newton-Raphson or Iteratively Reweighted Least Squares methods of solving logistic regression problems (such as in R‘s standard glm() implementation). In fact in the comments we exhibit a well posed data fitting problem that can not Related posts:

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How robust is logistic regression?

August 23, 2012
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How robust is logistic regression?

Logistic Regression is a popular and effective technique for modeling categorical outcomes as a function of both continuous and categorical variables. The question is: how robust is it? Or: how robust are the common implementations? (note: we are using robust in a more standard English sense of performs well for all inputs, not in the Related posts:

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What does a generalized linear model do?

August 15, 2012
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What does a generalized linear model do?

What does a generalized linear model do? R supplies a modeling function called glm() that fits generalized linear models (abbreviated as GLMs). A natural question is what does it do and what problem is it solving for you? We work some examples and place generalized linear models in context with other techniques.For predicting a categorical Related posts:

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Modeling Trick: Masked Variables

July 1, 2012
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Modeling Trick: Masked Variables

A primary problem data scientists face again and again is: how to properly adapt or treat variables so they are best possible components of a regression. Some analysts at this point delegate control to a shape choosing system like neural nets. I feel such a choice gives up far too much statistical rigor, transparency and Related posts:

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How to outrun a crashing alien spaceship

June 11, 2012
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How to outrun a crashing alien spaceship

Hollywood movies are obsessed with outrunning explosions and outrunning crashing alien spaceships. For explosions the movies give the optimal (but unusable) solution: run straight away. For crashing alien spaceships they give the same advice, but in this case it is wrong. We demonstrate the correct angle to flee. Running from a crashing alien spaceship, Prometheus Related posts:

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Selection in R

June 1, 2012
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The design of the statistical programming language R sits in a slightly uncomfortable place between the functional programming and object oriented paradigms. The upside is you get a lot of the expressive power of both programming paradigms. A downside of this is: the not always useful variability of the language’s list and object extraction operators. Related posts:

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How to remember point shape codes in R

April 24, 2012
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How to remember point shape codes in R

I suspect I am not unique in not being able to remember how to control the point shapes in R. Part of this is a documentation problem: no package ever seems to write the shapes down. All packages just use the “usual set” that derives from S-Plus and was carried through base-graphics, to grid, lattice Related posts:

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Modeling Trick: the Signed Pseudo Logarithm

March 1, 2012
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Modeling Trick: the Signed Pseudo Logarithm

Much of the data that the analyst uses exhibits extraordinary range. For example: incomes, company sizes, popularity of books and any “winner takes all process”; (see: Living in A Lognormal World). Tukey recommended the logarithm as an important “stabilizing transform” (a transform that brings data into a more usable form prior to generating exploratory statistics, Related posts:

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Why I don’t like Dynamic Typing

February 25, 2012
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A lot of people consider the static typing found in languages such as C, C++, ML, Java and Scala as needless hairshirtism. They consider the dynamic typing of languages like Lisp, Scheme, Perl, Ruby and Python as a critical advantage (ignoring other features of these languages and other efforts at generic programming such as the Related posts:

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Win-Vector starts submitting content to r-bloggers.com

August 8, 2011
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We have been consistently impressed by and enjoyed the wealth of R wisdom available on the R-bloggers aggregation site. Therefore Win-Vector LLC is granting the right to reformat and redistribute (with attribution and link) our blog‘s R content in the R-bloggers site and feeds. We hope to see our R content shared through this network. Related posts:

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