In logistic regression, when the outcome has low (or high) prevalence, or when there are several interacted categorical predictors, it can happen that for some combination of the predictors, all the observations have the same event status. A similar e...
We know that the S&P 500 was up a little in 2007 and down a lot in 2008. So on the surface the question seems really stupid. But randomness played a part. Let’s have a go at deciding how much of a part. Figure 1: Comparison of 2007 and 2008 for the S&P 500. Statistical … Continue reading...
I've been a bit busy lately with a few big things, however, I wanted to stop by and mention a fantastic book for those who have been following along the R examples. Anyone who's followed my blog knows that I'm big on practical books with examples...
Please note - I’ve spotted a problem with the approach taken in this post – it seems to underestimate power in certain circumstances. I’ll post again with a correction or a more full explanation when I’ve sorted it. So, I posted an answer on cross validation regarding logistic regression. I thought I’d post it 
By guest blogger Joseph Rickert. I was very happy to be a part of the ACM Data Mining camp held last Saturday (November 13th) at eBay. It was a big day for discussing hot topics in data mining, Mahout, parallel SVMs etc, and also a pretty big day for R. Because Revolution Analytics was a sponsor for the camp,...
Standardized (or beta) coefficients from a linear regression model are the parameter estimates obtained when the predictors and outcomes have been standardized to have variance = 1. Alternatively, the regression model can be fit and then standardized ...
My first time at ACM Data Mining Camp was so awesome, that I was thrilled the make the trip up to San Jose for the November 2010 version. In July, I gave a talk at the Emerging Technologies for Online Learning Symposium conference with a faculty member in the Department of Statistics, at the Fairmont. The place was amazing,...
In the mixed effects regression for all 10 countries in the research I mentioned previously on this blog http://stevepowell99.posterous.com/which-parents-are-satisfied-with-their-childs, while school mean of "parents believing their represen...
Last month, the newest member of Revolution's engineering team, Saptarshi Guha, gave a presentation at Hadoop World 2010 on using R and Hadoop to analyze 1.3 billion voice-over-IP packets to identify calls and measure call quality. Saptarshi, of course, is the author of RHIPE, which lets R programmers write map-reduce algorithms in the Hadoop framework without needing to learn...
As Mark Twain said "the art of prophecy is very difficult, especially about the future" (well, actually I am not sure Mark Twain was the first one to say so, but if you're interested by that sentence, you can look here). I have been rather su...
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
