2162 search results for "regression"

I’ll take my NLS with weights, please…

January 13, 2014
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$I’ll take my NLS with weights, please…$

Today I want to advocate weighted nonlinear regression. Why so? Minimum-variance estimation of the adjustable parameters in linear and non-linear least squares requires that the data be weighted inversely as their variances . Only then is the BLUE (Best Linear Unbiased Estimator) for linear regression and nonlinear regression with small errors (http://en.wikipedia.org/wiki/Weighted_least_squares#Weighted_least_squares), an important fact

garch models caught in the spotlight

January 13, 2014
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An attempt to clarify the basics. Previously There have been several posts about garch.  In particular: A practical introduction to garch modeling The components garch model in the rugarch package Genesis A reader emailed me because he was confused about the workings of garch in general, and simulation with the empirical distribution in particular. If … Continue reading...

The Extra Step: Graphs for Communication versus Exploration

January 12, 2014
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Visualization is a useful tool for data exploration and statistical analysis, and it’s an important method for communicating your discoveries to others. While those two uses of visualization are related, they aren’t identical. One of the reasons that I like ggplot so much is that it excels at layering together multiple views and summaries of Related posts:

Converting a JAGS model to STAN

January 11, 2014
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For my first experience with STAN I wanted to convert my last JAGS program into STAN. This was a bit more difficult than I expected. The JAGS program was Fe concentration in rainwater including values below detection level.DataData has been explained b...

Instrumental Variables Simulation

January 9, 2014
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Instrumental Variables Instrumental variables are an incredibly powerful for dealing with unobserved heterogenity within the context of regression but the language used to define them is mind bending. Typically, you hear something along the lines of “an instrumental variable is a variable that is correlated with x but uncorrelated with...

Instrumental Variables Simulation

January 9, 2014
By

Instrumental Variables Instrumental variables are an incredibly powerful for dealing with unobserved heterogenity within the context of regression but the language used to define them is mind bending. Typically, you hear something along the lines of “an instrumental variable is a variable that is correlated with x but uncorrelated with...

Summarising multivariate palaeoenvironmental data

January 9, 2014
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The horseshoe effect is a well known and discussed issue with principal component analysis (PCA) (e.g. Goodall 1954; Swan 1970; Noy-Meir & Austin 1970). Similar geometric artefacts also affect correspondence analysis (CA). In part 1 of this series I looked at the implications of these “artefacts” for the recovery of temporal or single dominant gradients from multivariate palaeoecological data....

Data Analysis Tools

January 7, 2014
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As mentioned in my previous post , in this post I will be listing out the tools, blogs and forums, online courses that I have gathered over the past one year, which I felt necessary in my journey, which will be helpful to my fellow data science aspirants. Skillset Required: Knowledge in Statistics – Exploratory analysis, doing initial...

Machine Learning with R – Book Review

I have to admit it...I'm an R junkie...since the first time I started learning R...it has become an addiction to me...I try to solve every problem with R...which is obviously not the best way to go...but my rule of thumb is..."Try with R first...otherw...

Analyse your bank statements using R

January 4, 2014
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Online banking has made reviewing statements and transferring money more convenient than ever before, but most still rely on external methods for looking at their personal finances. However, many banks will happily give you access to long-term transaction logs, and … Continue reading →