1568 search results for "Regression"

Probit Models with Endogeneity

August 15, 2012
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Probit Models with Endogeneity

Dealing with endogeneity in a binary dependent variable model requires more consideration than the simpler continuous dependent variable case. For some, the best approach to this problem is to use the same methodology used in the continuous case, i.e. 2 stage least squares. Thus, the equation of interest becomes a linear probability model (LPM). The

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Highlights of R in Finance 2012

August 13, 2012
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Highlights of R in Finance 2012

I unfortunately was not there, but we can vicariously enjoy it via the presentations that are posted on the conference website. Below is my take on the highlights (in chronological order). Peter Carl and Brian Peterson “Constructing Strategic Hedge Fund Portfolios” is wonderful from my perspective.  Promoting random portfolios is sure to win my heart.  … Continue reading...

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In case you missed it: July 2012 Roundup

August 10, 2012
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In case you missed them, here are some articles from June of particular interest to R users. The Environmental Performance Index website uses R to rank countries by measures like environmental health and ecosystem vitality. A log-linear regression in R predicted the gold-winning Olympic 100m sprint time to be 9.68 seconds (it was actually 9.63 seconds). Some R-related talks...

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Cheat sheet for prediction and classification models in R

August 9, 2012
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Cheat sheet for prediction and classification models in R

Ricky Ho has created a reference a 6-page PDF reference card on Big Data Machine Learning, with examples implemented in the R language. (A free registration to DZone Refcardz is required to download the PDF.) The examples cover: Predictive modeling overview (how to set up test and training sets in R) Linear regression (using lm) Logistic regression (using glm)...

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The Relative Importance of Predictors – Let the Games Begin!

August 9, 2012
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The Relative Importance of Predictors – Let the Games Begin!

What's the one thing we need to do?Marketing researchers are asked this question frequently whenever they analyze customer satisfaction data.  A company wishing to increase sales or limit churn wants to focus only on the most important determinants of those outcomes.   Given the limitations imposed by the available customer survey data, this strategic question is transformed quickly into a methodological one concerning how...

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“Trend is Not Your Friend” Applied to 48 Industries

August 8, 2012
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“Trend is Not Your Friend” Applied to 48 Industries

Please see previous post Crazy RUT in Academic Context Why Trend is Not Your Friend. I’ll repeat the intro to the post mentioned above, so we can all get caught back up. In response to Where are the Fat Tails?, reader vonjd very helpfully referred me...

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A bunch of R (and JAGS) scripts

August 6, 2012
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A bunch of R (and JAGS) scripts

I finally (nearly) got around to prepare the R code to replicate the examples in the book. I divided the examples by chapter and then linked to the R scripts and, for those involving Bayesian analysis, the associated JAGS models.At the moment, the scri...

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A heuristic enhancement of optimisation algorithm

August 6, 2012
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A heuristic enhancement of optimisation algorithm

The majority of the world’s problem deal with directly or indirectly some kind of optimisation. Instance of optimisation of resources or utility function can be seen our daily life. Here I am talking about standard optimisation problem in statistics, maximum … Continue reading →The post A heuristic enhancement of optimisation algorithm appeared first on Fiddling with...

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Adventures at My First JSM (Joint Statistical Meetings) #JSM2012

August 6, 2012
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Adventures at My First JSM (Joint Statistical Meetings) #JSM2012

During the past few decades that I have been in graduate school (no, not literally) I have boycotted JSM on the notion that “I am not a statistician.” Ok, I am a renegade statistician, a statistician by training. JSM 2012 was held in San Diego, CA, one of the best places to spend a week during the summer. This...

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Early August flotsam

August 5, 2012
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Early August flotsam

Back teaching a couple of subjects and it’s the constant challenge to find enough common ground with students so one can push/pull them to the other side of new concepts. We are not talking about complex hierarchical models using mixed … Continue reading →

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