1415 search results for "regression"

Splines: opening the (black) box…

November 4, 2010
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Splines: opening the (black) box…

Splines in regression is something which looks like a black box (or maybe like some dishes you get when you travel away from home: it tastes good, but you don't what's inside... even if you might have some clues, you never know for sure*). With spl...

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My residuals look weird… aren’t they ?

November 3, 2010
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My residuals look weird… aren’t they ?

Since I got the same question twice, let us look at it quickly....  Some students show me a graph (from a Poisson regression) which looks like that,and they asked "isn't it weird ?", i.e."residuals are null or positive... this is not what we...

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R is Hot: Part 4

October 28, 2010
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This is Part 4 of a five-part article series, with new parts published each Thursday. You can download the complete article from the Revolution Analytics website. High Quality Graphics, Made Easy R is especially useful for generating charts and graphics, quickly and easily. The ability to create visual plots of complex data is more than just a handy trick;...

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Bayesian Model Averaging (BMA) with uncertain Spatial Effects

October 27, 2010
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Bayesian Model Averaging (BMA) with uncertain Spatial Effects

This file illustrates the computer code to use spatial filtering in the context of Bayesian Model Averaging (BMA). For more details and in case you use the code please cite Crespo Cuaresma and Feldkircher (2010). In addition, this tutorial exists as ...

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Upcoming R courses from Statistics.com

October 26, 2010
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The online training provider Statistics.com has three great courses based on R coming up in the next few months: Nov. 5 - Dec. 3: "Graphics in R," with Paul Murrell Nov. 20 – Dec. 18: Support Vector Machines in R" with Dr. Lutz Hamel Dec. 17 - Jan. 22: "Geostatistics in R" with Prof. David Unwin The courses take...

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Help! My model fits too well!

October 22, 2010
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Help! My model fits too well!

This is sort-of related to my sidelined study of graph algebra. I was thinking about data I could apply a first-order linear difference model to, and the stock market came to mind. After all, despite some black swan sized shocks, what better predicts a day’s closing than the previous day’s closing? So,

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The 2009 homicide data for Chihuahua has been updated

October 20, 2010
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The 2009 homicide data for Chihuahua has been updated

As I described in this post, the reported number of homicides in Chihuahua during 2009 turned out to be incomplete. Guess what? The SNSP just released an updated version of the homicide data, and Chihuahua went from having 2,523 homicides to 3,156. My estimate was 3,256, so I came pretty...

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The 2009 homicide data for Chihuahua has been updated

October 20, 2010
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The 2009 homicide data for Chihuahua has been updated

As I described in this post, the reported number of homicides in Chihuahua during 2009 turned out to be incomplete. Guess what? The SNSP just released an updated version of the homicide data, and Chihuahua went from having 2,523 homicides to 3,156. My estimate was 3,256, so I came pretty...

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Liquidity Premium vs Liquidity of Corporate Bonds

Liquidity Premium vs Liquidity of Corporate Bonds

All else equal, investors should require higher returns on assets whose liquidity is lower, in other words, investors demand a higher expected return, and hence larger liquidity premium, by holding a less liquidity asset. Risk & return co-exist.Is this really true for corporate bonds? I run a simple regression using R to test my data, where US corporate bonds...

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Parallel processing of independent Metropolis-Hastings algorithms

October 11, 2010
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Parallel processing of independent Metropolis-Hastings algorithms

With Pierre Jacob, my PhD student, and Murray Smith, from National Institute of Water and Atmospheric Research, Wellington, who actually started us on this project at the last and latest Valencia meeting, we have completed a paper on using parallel computing in independent Metropolis-Hastings algorithms. The paper is arXived and the abstract goes as follows:

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