1549 search results for "regression"

New Attribution Functions for PortfolioAnalytics

September 1, 2012
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New Attribution Functions for PortfolioAnalytics

Another Google Summer of Code (GSoC) project this summer focused on creating functions for doing returns-based performance attribution. I’ve always been a little puzzled about why this functionality wasn’t covered already, but I think that most analysts do this kind of work in Excel. That, of course, has its own perils. But beyond the workflow

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RStan: Fast, multilevel Bayesian modeling in R

August 31, 2012
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For the last decade or so, the go-to software for Bayesian statisticians has been BUGS (and later the open-source incarnation, OpenBugs, or JAGS). BUGS is used for multi-level modeling: using a specialized notation, you can define random variables of various distributions, set Bayesian priors for their parameters, and create the network of relationships that describe how the random variables...

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Another bunch of R (and JAGS) scripts

August 31, 2012
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Another bunch of R (and JAGS) scripts

Probably sooner than I expected, I have managed to also upload the codes for the examples in Chapter 5 of the book, which deals with doing Bayesian health economic evaluations. Basically, there are 3 examples, which sort of represent the main clas...

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PCA or Polluting your Clever Analysis

August 31, 2012
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PCA or Polluting your Clever Analysis

When I learned about principal component analysis (PCA), I thought it would be really useful in big data analysis, but that's not true if you want to do prediction. I tried PCA in my first competition at kaggle, but it delivered bad results. This post illustrates how PCA can pollute good predictors.When I started examining this problem,...

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Processing Data from a Statistica Worksheet Using R

August 29, 2012
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Processing Data from a Statistica Worksheet Using R

Context: I work with data from non-profit organizations, and so a big concern in many of my analyses is if and how much people are donating from one year to the next.  One of the  things I normally like to do … Continue reading →

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Integrating R into a SAS shop

August 29, 2012
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I work in an environment dominated by SAS, and I am looking to integrate R into our environment. Why would I want to do such a thing? First, I do not want to get rid of SAS. That would not only take away most of our investment in SAS training and hiring good quality SAS programmers, but...

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Facts About R Packages (1)

August 29, 2012
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R Packages growth Curve Why R is so popular? There are a lot of reasons, such as: easy to learn and convenient to use, active community, open source, etc. Another important reason is the numerous contributed packages. Up to yesterday, there are 4033 R...

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Generate Quasi-Poisson Distribution Random Variable

August 29, 2012
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Most of regression methods assume that response variables follow some exponential distribution families, e.g. Guassian, Poisson, Gamma, etc. However, this assumption was frequently violated in real world by, for example, zero-inflated overdispersion problem. A number of methods were developed to deal with such problem, and among them, Quasi-Poisson and Negative Binomial are the most popular methods perhaps due to that...

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Newton-Raphson can compute an average

August 28, 2012
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Newton-Raphson can compute an average

In our article How robust is logistic regression? we pointed out some basic yet deep limitations of the traditional full-step Newton-Raphson or Iteratively Reweighted Least Squares methods of solving logistic regression problems (such as in R‘s standard glm() implementation). In fact in the comments we exhibit a well posed data fitting problem that can not Related posts:

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Structural Equation Modeling: Separating the General from the Specific (Part II)

August 26, 2012
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Structural Equation Modeling: Separating the General from the Specific (Part II)

As promised in Halo Effects and Multicollinearity (my last post), I will show how to run a confirmatory factor analysis in R to test our bifactor model.  In addition, I will include a dependent variable and fit a structural equation mode...

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