Regression Basicsy= b0 + b1 *X ‘regression line we want to fit’The method of least squares minimizes the squared distance between the line ‘y’ andindividual data observations yi. That is minimize: ∑ ei2 = ∑ (yi - b0 - b1 Xi...
Blog Archives
Gradient Descent in R
In a previous post I discussed the concept of gradient descent. Given some recent work in the online machine learning course offered at Stanford, I'm going to extend that discussion with an actual example using R-code (the actual code...
Bayesian Models with Censored Data: A comparison of OLS, tobit and bayesian models
The following R code models a censored dependent variable (in this case academic aptitude) using a traditional least squares, tobit, and Bayesian approaches. As depicted below, the OLS estimates (blue) for censored data are inconsistent and will ...
Elements of Bayesian Econometrics
posterior = (likelihood x prior) / integrated likelihood
The combination of a prior distribution and a likelihood function is utilized to produce a posterior distribution. Incorporating information from both the prior distribution and the likelihood function leads to a reduction in variance and an improved estimator.
As n→...
QTL Analysis in R
See also: Part 1: QTL Analysis and Quantitative Genetics Part 2: Statistical Methods for QTL Analysis The 'qtl' package in R allows you to implement QTL analysis using the methods I've previously discussed. The code below is adapted from Broman...
R Program Documentation Template
# ------------------------------------------------------------------ # |PROGRAM NAME: # |DATE: # |CREATED BY: MATT BOGARD # |PROJECT FILE: # |---------------------------------------------------------------- # | PURPOSE: ...
%EXPORT_TO_R SAS Macro Code
The SAS Analysis blog post 'A macro calls R in SAS for paneled 3d plotting' influenced my macro coding. The following macro call: %EXPORT_TO_R(DATA = YOURDATA) exports the SAS data set 'YOURDATA' as .csv and produces the R code for se...
An Intuitive Approach to ROC Curves (with SAS & R)
I developed the following schematic (with annotations) based on supporting documents (link) from the article cited below. The authors used R for their work. The ROC curve in my schematic was output from PROC LOGISTIC in SAS, the scatterplot with m...
The Budget Compromise: Mining Tweets
After a week as SAS Gobal Forum, I've been pretty excited about some of the text mining presentations that I got to see. I couldn't wait to get back to work to at least try something. After getting home I found a tweet from @imusicmash sharing a post from the Heuristic Andrew blog that shared text...
Plotting Indifference Curves with R Contour Function
The following post at Constructing Difference Curves - Part 3 from economics.about.com provides a discussion on indifference curves (but actually I think they are isoquants) and how to construct them. I think I have a grasp on how to do this in R if yo...
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
