Recently I have run an exam where the following question had risen many problems for students (here I give its shortened formulation). You are given the data generating process y = 10x + e, where e is error term. Fit linear regression using lm, ne...
1078 search results for "Regression"
Which Torontonians Want a Casino? Survey Analysis Part 2
In my last post I said that I would try to investigate the question of who actually does want a casino, and whether place of residence is a factor in where they want the casino to be built. So, here … Continue reading →
Preferential attachment applied to frequency of accessing a variable
If, when writing code for a function, up to the current point in the code distinct local variables have been accessed for reading times (), will the next read access be from a previously unread local variable and if not what is the likelihood of choosing each of the distinct variables (global variables are ignored
Exponential Cache Behavior
Guerrilla alumnus Gary Little observed certain fixed-point behavior in simulations where disk IO blocks are updated randomly in a fixed size cache. For his python simulation with 10 million entries (corresponding to an allocation of about 400 MB of memory) the following results were obtained:
- Hit ratio (i.e., occupied) = 0.3676748
- Miss ratio...
In case you missed it: April 2013 Roundup
In case you missed them, here are some articles from April of particular interest to R users: A critique of a SAS whitepaper comparing the performance of SAS, R and Mahout. A video presentation from statistician Tess Nesbitt at UpStream, who uses GAM survival models in R for marketing attribution analysis. The April edition of the Revolution Analytics newsletter....
Reproducibility and randomness
With Stéphane Tufféry, we were working this week on a chapter of a book, entitled Statistical Learning in Actuarial Science. The chapter should be based on R functions, and we wanted to reproduce some outputs he previously obtained with SAS. The good thing is that even complex functions (logistic regression, regression trees, etc) produce the same kind of outputs....
Veterinary Epidemiologic Research: Count and Rate Data – Poisson Regression and Risk Ratios
As noted on paragraph 18.4.1 of the book Veterinary Epidemiologic Research, logistic regression is widely used for binary data, with the estimates reported as odds ratios (OR). If it’s appropriate for case-control studies, risk ratios (RR) are preferred for cohort studies as RR provides estimates of probabilities directly. Moreover, it is often forgotten the assumption 
Trevor Hastie presents glmnet: lasso and elastic-net regularization in R
by Joseph Rickert Even a casual glance at the R Community Calendar shows an impressive amount of R user group activity throughout the world: 45 events in April and 31 scheduled so far for May. New groups formed last month in Knoxville, Tennessee (The Knoxville R User Group: KRUG) and Sheffield in the UK (The Sheffield R Users). An...
Feature Selection 2 – Genetic Boogaloo
Previously, I talked about genetic algorithms (GA) for feature selection and illustrated the algorithm using a modified version of the GA R package and simulated data. The data were simulated with 200 non-informative predictors and 12 linear effects and three non-linear effects. Quadratic discriminant analysis (QDA) was used to model the data. The last set of...
Poisson regression on non-integers
In the course on claims reserving techniques, I did mention the use of Poisson regression, even if incremental payments were not integers. For instance, we did consider incremental triangles > source("http://perso.univ-rennes1.fr/arthur.charpentier/bases.R") > INC=PAID > INC=PAID-PAID > INC 3209 1163 39 17 7 21 3367 1292 37 24 10 NA 3871...
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
