1528 search results for "regression"

Factor models of variance in finance

March 7, 2011
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Factor models of variance in finance

In “What the hell is a variance matrix?” I talked about the basics of variance matrices and highlighted challenges for estimating them in finance.  Here we look more deeply at the most popular estimation technique. Models for variance matrices The types of variance estimates that are used in finance can be classified as: Sample estimate … Continue reading...

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Boxplots & Beyond IV: Beanplots

Boxplots & Beyond IV: Beanplots

This post is the last in a series of four on boxplots and some of their extensions.  Previous posts in this series have discussed basic boxplots, modified boxplots based on a robust asymmetry measure, and violin plots, an alternative that essentia...

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Parallel processing in R for Windows

March 4, 2011
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The doSMP package (and its companion package, revoIPC), previously bundled only with Revolution R, is now available on CRAN for use with open-source R under the GPL2 license. In short, doSMP makes it easy to do SMP parallel processing on a Windows box with multiple processors. (It works on Mac and Linux too, but it's been relatively easy to...

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Anova – Type I/II/III SS explained

March 2, 2011
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Anova – Type I/II/III SS explained

Not my post, just bookmarking this. It’s from http://goanna.cs.rmit.edu.au/~fscholer/anova.php ANOVA (and R) The ANOVA Controversy ANOVA is a statistical process for analysing the amount of variance that is contributed to a sample by different factors. It was initially derived by R. A. Fisher in 1925, for the case of balanced data (equal numbers of observations

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How Does R Deal with Categorical Explanatory Variables?

March 1, 2011
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How Does R Deal with Categorical Explanatory Variables?

Here's a video tutorial where I demonstrate an answer to this question.This video is designed to instill a baseline level of practical knowledge. There is more to how R treats factors in regression models. An interested reader should Google "R contra...

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Data from last post

March 1, 2011
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Data from last post

Posting the code I used in the last post wasn't that useful unless I also posted the data set. Here's the data. These are made up data, but it is a nice data set for illustrating how to conduct a regression. Enjoy!

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Book review: 25 Recipes for Getting Started with R

February 24, 2011
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Book review: 25 Recipes for Getting Started with R

Recently I was asked by O’Reilly publishing to give a book review for Paul Teetor new introductory book to R.  After giving the book some attention and appreciating it’s delivery of the material, I was happy to write and post this review.  Also, I’m very happy to see how a major publishing house like O’Reilly is producing more and

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September 2011 Arctic Sea Ice Extent Forecast

February 22, 2011
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September 2011 Arctic Sea Ice Extent Forecast

In this post, I use a quadratic regression model to forecast the  September, 2011  Arctic Sea Ice Extent. The model was developed with  1980 – 2010 data. Links to the R script, source data and  how-to article on polynomial regression … Continue reading →

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Using R for Introductory Statistics, Chapter 5, hypergeometric distribution

February 21, 2011
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Using R for Introductory Statistics, Chapter 5, hypergeometric distribution

This is a little digression from Chapter 5 of Using R for Introductory Statistics that led me to the hypergeometric distribution. Question 5.13 A sample of 100 people is drawn from a population of 600,000. If it is known that 40% of the population h...

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Using R for Introductory Statistics, Chapter 5, hypergeometric distribution

February 21, 2011
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Using R for Introductory Statistics, Chapter 5, hypergeometric distribution

This is a little digression from Chapter 5 of Using R for Introductory Statistics that led me to the hypergeometric distribution. Question 5.13 A sample of 100 people is drawn from a population of 600,000. If it is known that 40% of the population has a specific attribute, what is the probability that 35 or...

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