1555 search results for "regression"

bigglm on your big data set in open source R, it just works – similar as in SAS

bigglm on your big data set in open source R, it just works – similar as in SAS

In a recent post by Revolution Analytics (link & link) in which Revolution was benchmarking their closed source generalized linear model approach with SAS, Hadoop and open source R, they seemed to be pointing out that there is no 'easy' R open source solution which exists for building a poisson regression model on large datasets.    This post is about...

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OpenScoring: Open Source Scoring of PMML Models via REST

November 27, 2012
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OpenScoring: Open Source Scoring of PMML Models via REST

The other day I stumbled accross an amazing PMML model API called jpmml.  It's written in Java and supports PMML 4.1 (and older).  Neural networks, random forests, regression and trees PMML models can be consumed and used for scoring.I decide...

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Minimizing Bias in Observational Studies

November 26, 2012
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Minimizing Bias in Observational Studies

Measuring the effect of a binary treatment on a measured outcome is one of the most common tasks in applied statistics. Examples of these applications abound, like the effect of smoking on health, or the effect of low birth weight on cognitive development. In an ideal world we would like to be able to assign

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The perks (and quirks) of being a referee

November 25, 2012
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The other day I was talking to a friend at work, who was rather annoyed that one of his papers had been rejected by a journal, given the negative comments of the reviewers. This is, of course, part of the game, so you don't really get annoyed just because a paper get rejected. From what I hear, though, I...

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Data types, part 3: Factors!

November 21, 2012
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Data types, part 3: Factors!

In this third part of the data types series, I'll go an important class that I skipped over so far: factors.Factors are categorical variables that are super useful in summary statistics, plots, and regressions. They basically act like dummy variables t...

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The Hour of Hell of Every Morning – Commute Analysis, April to October 2012

November 19, 2012
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The Hour of Hell of Every Morning – Commute Analysis, April to October 2012

IntroductionSo a little while ago I quit my job.Well, actually, that sounds really negative. I'm told that when you are discussing large changes in your life, like finding a new career, relationship, or brand of diet soda, it's important to frame things positively.So let me rephrase that - I've left job I previously held to pursue other directions. Why?...

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A Shiny new way of communicating Bayesian statistics

November 19, 2012
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A Shiny new way of communicating Bayesian statistics

Bayesian data analysis follows a very simple and general recipe: Specify a model and likelihood, i.e. what process do you think is generating your data? Specify a prior distribution, i.e. quantify what you know about a problem before having seen … Continue reading →

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The Heteroskedastic Probit Model

November 19, 2012
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The Heteroskedastic Probit Model

Specification testing is an important part of econometric practice. However, from what I can see, few researchers perform heteroskedasticity tests after estimating probit/logit models. This is not a trivial point. Heteroskedasticity in these models can represent a major violation of the probit/logit specification, both of which assume homoskedastic errors. Thankfully, tests for heteroskedasticity in these

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GEE QIC update

November 15, 2012
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GEE QIC update

Here is improved code for calculating QIC from geeglm in geepack in R (original post). Let me know how it works. I haven’t tested it much, but is seems that QIC may select overparameterized models. In the code below, I … Continue reading →

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Webinar Tomorrow: Big Data Trees and Hadoop Connection in Revolution R Enterprise 6.1

November 14, 2012
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Tomorrow at 9AM Pacific, Revolution Analytics VP of Product Development Sue Ranney will introduce two key Big Data features of the new Revolution R Enterprise 6.1. Now you can train classification and regression trees on data sets of unlimited size, quickly and using the resources of multiple processors and clusters. (This white paper describes our implementation of tree models...

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