1420 search results for "regression"

The ARIMAX model muddle

October 4, 2010
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The ARIMAX model muddle

There is often confusion about how to include covariates in ARIMA models, and the presentation of the subject in various textbooks and in R help files has not helped the confusion. So I thought I’d give my take on the issue. To keep it simple, I will only describe non-seasonal ARIMA models although the ideas

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R Beginner’s Guide Book Update 10/1/2010

October 1, 2010
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R Beginner’s Guide Book Update 10/1/2010

Update: Statistical Analysis with R is now available!I recently submitted the final drafts of all chapters of my R Beginner's Guide book, which is to be published through Packt. The official publishing timeline is set to December 2010, although the boo...

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R Beginner’s Guide Book Update 10/1/2010

October 1, 2010
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R Beginner’s Guide Book Update 10/1/2010

Update: Statistical Analysis with R is now available!I recently submitted the final drafts of all chapters of my R Beginner's Guide book, which is to be published through Packt. The official publishing timeline is set to December 2010, although the boo...

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Example 8.7: Hosmer and Lemeshow goodness-of-fit

September 28, 2010
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Example 8.7: Hosmer and Lemeshow goodness-of-fit

The Hosmer and Lemeshow goodness of fit (GOF) test is a way to assess whether there is evidence for lack of fit in a logistic regression model. Simply put, the test compares the expected and observed number of events in bins defined by the predicted p...

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Example 8.6: Changing the reference category for categorical variables

September 21, 2010
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Example 8.6: Changing the reference category for categorical variables

How can we change the reference category for a categorical variable? This question comes up often in a consulting practice.When including categorical covariates in regression models, there is a question of how to incorporate the categories. One simpl...

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Data Mining in A Nutshell

September 20, 2010
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Data Mining in A Nutshell

# The following code may look rough, but simply paste into R or# a text editor (especially Notepad++) and it will look# much better.# PROGRAM NAME: MACHINE_LEARNING_R# DATE: 4/19/2010# AUTHOR : MATT BOGARD# PURPOSE: BASIC EXAMPLES OF MACHINE LEAR...

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A simple Metropolis-Hastings MCMC in R

September 17, 2010
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A simple Metropolis-Hastings MCMC in R

While there are certainly good software packages out there to do the job for you, notably BUGS or JAGS, it is instructive to program a simple MCMC yourself. In this post, I give an educational example of the Bayesian equivalent of a linear regression, sampled by an MCMC with Metropolis-Hastings steps, based on an earlier…

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Principal Component Analysis (PCA) vs Ordinary Least Squares (OLS): A Visual Explanation

September 16, 2010
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Principal Component Analysis (PCA) vs Ordinary Least Squares (OLS): A Visual Explanation

Over at stats.stackexchange.com recently, a really interesting question was raised about principal component analysis (PCA). The gist was “Thanks to my college class I can do the math, but what does it MEAN?” I felt like this a number of times in my life. Many of my classes were focused on the technical implementations they kinda

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A Not Quite Random Number Generator (NQRNG)

September 13, 2010
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A Not Quite Random Number Generator (NQRNG)

I connected the instrumentation amplifier described in an earlier post to a piezoelectric transducer (buzzer) and made recordings at 5000 gain. The plot below shows 1000 such measurements over 1.0 seconds. There is a 4.0 second (at 1000Hz) sample of the data here piezo.csv. There is a clear sinusoidal signal in these data of about

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10w2170, Banff [2]

September 13, 2010
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10w2170, Banff [2]

Over the two days of the Hierarchical Bayesian Methods in Ecology workshop, we managed to cover normal models, testing, regression, Gibbs sampling, generalised linear models, Metropolis-Hastings algorithms and of course a fair dose of hierarchical modelling. At the end of the Saturday marathon session, we spent one and half discussing some models studied by the

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