1042 search results for "regression"

Modeling Residential Electricity Usage with R

January 30, 2013
By
Modeling Residential Electricity Usage with R


Wow, I can’t believe it has been 11 months since my last blog posting!  The next series of postings will be related to the retail energy field.  Residential power usage is satisfying to model as it can be forecast fairly accurately with the right inputs.  Partly as a consequence of deregulation there is now more data more available than...

Read more »

Regression on categorical variables

January 30, 2013
By
Regression on categorical variables

This morning, Stéphane asked me tricky question about extracting coefficients from a regression with categorical explanatory variates. More precisely, he asked me if it was possible to store the coefficients in a nice table, with information on the variable and the modality (those two information being in two different columns). Here is some code I did to produce the...

Read more »

The "golden age" of a football player

January 28, 2013
By
The "golden age" of a football player

It's been some time since my last post on football. And we're talking about european soccer here.So I finally managed to write some functions which allow me to extract player stats from www.transfermarkt.de. The site tracks lots of stats in the world o...

Read more »

Evolution of a logistic regression

January 28, 2013
By
Evolution of a logistic regression

In my last post I showed how one can easily summarize the outcome of a logistic regression. Here I want to show how this really depends on the data-points that are used to estimate the model. Taking a cue from the evolution of a correlation I have plotted the estimated Odds Ratios (ORs) depending on

Read more »

analyze the survey of consumer finances (scf) with r

January 28, 2013
By

the survey of consumer finances (scf) tracks the wealth of american families.  every three years, more than five thousand households answer a battery of questions about income, net worth, credit card debt, pensions, mortgages, even the lease on th...

Read more »

A slightly different introduction to R, part II

January 27, 2013
By
A slightly different introduction to R, part II

In part I, we looked at importing data into R and simple ways to manipulate data frames. Once we’ve gotten our data safely into R, the first thing we want to do is probably to make some plots. Below, we’ll make some simple plots of the made-up comb gnome data. If you want to play

Read more »

Regression tree using Gini’s index

January 27, 2013
By
Regression tree using Gini’s index

In order to illustrate the construction of regression tree (using the CART methodology), consider the following simulated dataset, > set.seed(1) > n=200 > X1=runif(n) > X2=runif(n) > P=.8*(X1<.3)*(X2<.5)+ + .2*(X1<.3)*(X2>.5)+ + .8*(X1>.3)*(X1<.85)*(X2<.3)+ + .2*(X1>.3)*(X1<.85)*(X2>.3)+ + .8*(X1>.85)*(X2<.7)+ + .2*(X1>.85)*(X2>.7) > Y=rbinom(n,size=1,P) > B=data.frame(Y,X1,X2) with one dichotomos varible (the variable of interest, ), and two continuous ones (the explanatory ones  and ). > tail(B) Y...

Read more »

Regressions 101: “Significance”

January 25, 2013
By
Regressions 101: “Significance”

SETUP (CAN BE SKIPPED)

We start with data (how was it collected?) and the hope that Read more »

Object Orientation in R – Notes from a novice

January 25, 2013
By
Object Orientation in R – Notes from a novice

Having posted some code to Git a few days ago and having been wholly dissatisfied with it, I began to do what I often do with code I don’t like. I started re-writing it bigger and weirder and more philosophically pure. Part of this search for Platonic code lead me to explore object oriented programming

Read more »

No more ascii-art

January 24, 2013
By
No more ascii-art

At least fourfive R packages will turn your regression models into pretty latex tables: texreg, xtable, apsrtable, memisc, and stargazer.  This is very nice if you happen to be a latex document or its final reader, but it’s not so great if you’re making those models to start with. What if you wanted to see

Read more »