2134 search results for "Regression"

Testing for trend in ARIMA models

March 12, 2014
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Testing for trend in ARIMA models

Today’s email brought this one: I was wondering if I could get your opinion on a particular problem that I have run into during the reviewing process of an article. Basically, I have an analysis where I am looking at a couple of time-series and I wanted to know if, over time there was an upward trend in the...

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Less wordy R

March 11, 2014
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Less wordy R

The Swarm Lab presents a nice comparison of R and Python code for a simple (read ‘one could do it in Excel’) problem. The example works, but I was surprised by how wordy the R code was and decided to check if one could easily produce a shorter version. The beginning is pretty much the

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Upcoming NYC R Programming Classes

March 10, 2014
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Upcoming NYC R Programming Classes

It is our pleasure to once again offer the intensive R beginner level course for the third time! Beginning this Sunday, the 35 hour course will walk you through the basic operations and characteristics of R, all the way to having a firm understanding of data manipulation and visualization. Also launching this weekend are two... Read more »

Performance of Trend Factor in Chinese market

Performance of Trend Factor in Chinese market

Han, Y.F., and Zhou, G.F. have an interesting working paper on the performance of a trend factor they proposed:QuotationIn this paper, we propose a trend factor to capture cross-section stock price trends. In contrast to the popular momentum factor co...

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A question of model uncertainty

A question of model uncertainty

It has been several months since my last post on classification tree models, because two things have been consuming all of my spare time.  The first is that I taught a night class for the University of Connecticut’s Graduate School of Business, introducing R to students with little or no prior exposure to either R or programming.  My hope...

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Near-zero variance predictors. Should we remove them?

March 6, 2014
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Near-zero variance predictors. Should we remove them?

Datasets come sometimes with predictors that take an unique value across samples. Such uninformative predictor is more common than you might think. This kind of predictor is not only non-informative, it can break some models you may want to fit to your data (see example below). Even more common is the presence of predictors that

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Advances in scalable Bayesian computation [day #2]

March 5, 2014
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Advances in scalable Bayesian computation [day #2]

And here is the second day of our workshop Advances in Scalable Bayesian Computation gone! This time, it sounded like the “main” theme was about brains… In fact, Simon Barthelmé‘s research originated from neurosciences, while Dawn Woodard dissected a brain (via MRI) during her talk! (Note that the BIRS website currently posts Simon’s video as

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Forecasting weekly data

March 4, 2014
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Forecasting weekly data

This is another situation where Fourier terms are useful for handling the seasonality. Not only is the seasonal period rather long, it is non-integer (averaging 365.25/7 = 52.18). So ARIMA and ETS models do not tend to give good results, even with a period of 52 as an approximation. Regression with ARIMA errors The simplest approach is a regression...

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Guidebook for growth curve analysis

March 3, 2014
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Guidebook for growth curve analysis

I don't usually like to use complex statistical methods, but every once in a while I encounter a method that is so useful that I can't avoid using it. Around the time I started doing eye-tracking research (as a post-doc with Jim Magnuson), people were ...

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Exploratory data analysis techniques

March 3, 2014
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Exploratory data analysis techniques

In my previous blog post I have explained the steps needed to solve a data analysis problem. Going further, I will be discussing in-detail each and every step of Data Analysis. In this post, we shall discuss about exploratory Analysis.What is Exploratory Analysis?“Understanding data visually”Exploratory Analysis means analyzing the datasets to summarize their main characteristics,...

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