2223 search results for "Regression"

Stochastic search variable selection in JAGS

March 22, 2014
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Stochastic search variable selection (SSVS) identifies promising subsets of multiple regression covariates via Gibbs sampling (George and McCulloch 1993). Here’s a short SSVS demo with JAGS and R. Assume we have a multiple regression problem: We suspect only a subset of the elements of $\boldsymbol{\beta}$ are non-zero, i.e. some of the covariates have no effect. Assume $\boldsymbol{\beta}$...

Stochastic search variable selection in JAGS

March 22, 2014
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Stochastic search variable selection (SSVS) identifies promising subsets of multiple regression covariates via Gibbs sampling (George and McCulloch 1993). Here’s a short SSVS demo with JAGS and R. Assume we have a multiple regression problem: We suspect only a subset of the elements of $boldsymbol{beta}$ are non-zero, i.e. some of the covariates have no effect. Assume $boldsymbol{beta}$ arises from...

A simple array class with specialized linear algebra routines

March 20, 2014
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Currie, Durban and Eilers write: Data with an array structure are common in statistics, and the design or regression matrix for analysis of such data can often be written as a Kronecker product. Factorial designs, contingency tables and smoothing of data on multidimensional grids are three such general classes of data and models. In such a setting, we develop an arithmetic...

Why multiple imputation?

March 20, 2014
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Background In the forth coming week, I will be giving a presentation on the fundamentals of imputation to my colleagues. One of the most important idea I would like to present is multiple imputation. In my last post, I have...

Secrets of Teaching R

March 18, 2014
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by James Paul Peruvankal, Senior Program Manager at Revolution Analytics At Revolution Analytics, we are always interested in how people teach and learn R, and what makes R so popular, yet ‘quirky’ to learn. To get some insight from a real pro we interviewed Bob Muenchen. Bob is the author of R for SAS and SPSS Users and, with...

Bayesian First Aid: Pearson Correlation Test

March 17, 2014
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Correlation does not imply causation, sure but, as Edward Tufte writes, “it sure is a hint.” The Pearson product-moment correlation coefficient is perhaps one of the most common ways of looking for such hints and this post describes the Bayesian First Aid alternative to the classical Pearson correlation test. Except for being based on Bayesian estimation (a good...

Fast computation of cross-validation in linear models

March 17, 2014
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The leave-one-out cross-validation statistic is given by     where , are the observations, and is the predicted value obtained when the model is estimated with the th case deleted. This is also sometimes known as the PRESS (Prediction Residual Sum of Squares) statistic. It turns out that for linear models, we do not actually have to estimate the...

Above Average: Analyzing Self-Rated Qualities in R

March 16, 2014
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Numerous psychological studies have demonstrated that people often have an inflated perception of their personal qualities. From work performance to driving skills, people report being above average in relation to others when it comes to many arenas. This extends to how people perceive their own physical attractiveness and intelligence levels. This begs the important question: Are

An R "meta" book

March 13, 2014
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by Joseph Rickert I am a book person. I collect books on all sorts of subjects that interest me and consequently I have a fairly extensive collection of R books, many of which I find to be of great value. Nevertheless, when I am asked to recommend an R book to someone new to R I am usually flummoxed....

Testing for trend in ARIMA models

March 12, 2014
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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...