Tagged Questions

5
votes
1answer
34 views

Logistic model, what is more important: Anova Chi-sq test or significance of coefficients

I have a logistic model with 8 variables. I ran a chi square test in R (anova(glm.model,test='Chisq')) and 2 of the variables turn out to be predictive when ordered at the top of the test and not so ...
2
votes
2answers
46 views

Advice needed on auction system simulation

I am trying to simulate an auction system in which a number of competitors, $N$, independently offer a discount from a reference price previously published by the buyer. The order is awarded to the ...
0
votes
0answers
39 views

Pre to Post Repeated measures for categorical dependent variable and more than one independent variables both continues and catgorical

I am doing Prenatal (before delivery) and Postnatal (after delivery) depression assessment (2 time points). Dependent variable is Depressed/Non depressed mother on a measure of depression. When as ...
3
votes
0answers
38 views

Modeling pass rates for departments and courses within a school

Suppose I have a regression model, for example a logistic regression model, which provides a score between 0 and 1 reflecting whether or not that a student will pass a course given certain variables: ...
0
votes
0answers
75 views

Compute categorical variable importance for logistic regression

I am dealing with huge(2 lac rows = 200,000 rows) dataset with a combination of categorical and numerical variables for predicting binary values. My data set format looks like : ...
1
vote
1answer
101 views

How to validate and compare models predicting a binary variable?

I have a question about determining which models are "better" and how to assess that info. Let's say I have three models, each which predicts our bid on won ping. Our bid is a continuous variable and ...
0
votes
0answers
33 views

Does it make sense to include higher level predictors when there is no higher level variance?

I want to test the relative importance of incident, victim and neighbourhood characteristics on the probability of a crime being reported to the police. I use a three-level random intercept logistic ...
0
votes
0answers
53 views

How to code values for males when they're only meaningful for females?

I'm building a predictive model for a medical condition that happens in both men and women. Physicians have reported that in some cases for women, their menstrual history seems to be a risk factor, ...
3
votes
0answers
113 views

Sensible to include ratio as a variable in logistic regression?

I'm creating a generalised linear regression using a binomial link function for two variables A and B. From looking at the data it appears that A/B may have discriminatory effect. Is it sensible to ...
3
votes
0answers
93 views

Shifted intercepts in logistic regression

I have a question about the effects of shifting the intercept in a logistic fit on the mean of a particular transformation of the scores. Here is the notation I will be using for the question. The ...
3
votes
0answers
77 views

Validating a logistic regression for a specific $x$

I have a logistic regression model for 0/1 binary response data that is built from samples $(x_1,Y_1),\ldots,(x_m,Y_m)$, where $x_1,\ldots,x_m$ are, fixed, nonrandom, real values and $Y_1,\ldots,Y_m$ ...
2
votes
1answer
289 views

Testing for useful variables in a “net lift model”

I am often involved in modeling the Net lift, aka Uplift, aka incremental response of direct marketing campaigns. In a nutshell, this approach looks to model and thus select for marketing those ...
2
votes
1answer
94 views

Accuracy vs. simplicity as criteria to select explanatory variables

I want to create a binary model which predicts whether someone has improved his state. I am testing possible variables as explanatory variables in order to make some recommendations. Now my binary ...
11
votes
1answer
380 views

Are robust methods really any better?

I have two groups of subjects, A, and B, each with a size of approximately 400, and about 300 predictors. My goal is to build a prediction model for a binary response variable. My customer wants to ...
7
votes
2answers
215 views

Best way to combine binary and continuous response

I am trying to come up with the best way to predict payment amount for a collections agency. The dependent variable is only non-zero when a payment has been made. Understandably, there are an ...
1
vote
1answer
115 views

Theoretical problems with modeling auction systems

Lets say that we have an online auction where various known sellers and known buyers exchange product X. A seller will post product X and each seller will then bid in accordance with X and if they ...
5
votes
3answers
325 views

What can I do if my logistic regression model doesn't predict anything?

I have a logistic regression model which predicts win/loss on amount of money paid. I run my model every two hours on new data that I acquire and use it to predict the next two hours. However, I keep ...
1
vote
1answer
561 views

Predict future student outcomes (binary and continuous) with historic cross-sectional data?

Using Stata 11.2, I would like to develop 2 analytic models that could be implemented by school administrators to flag students for intervention. I'm wondering if it would be possible to develop ...
0
votes
0answers
54 views

Pre-process classification data according to ‘amount of evidence’

I have an area which is divided into polygons of different sizes. Each polygon has the same associated features/predictors and I know whether something occurs within the polygon or not. If something ...
1
vote
2answers
184 views

How to predict shares?

Lets say I know what is the overall budget for some units and I want to predict share of budget each unit will get. I have historical data and could do regression analysis. Is it better to predict ...
2
votes
1answer
574 views

Weight variables for predictive model

I received a question today that I wasn't exactly sure how to answer. I have built a predictive model using a fairly basic logistic regression that works pretty well and fits our business needs. ...
26
votes
5answers
2k views

Alternatives to logistic regression in R

I would like as many algorithms that perform the same task as logistic regression. That is algorithms/models that can give a prediction to a binary response (Y) with some explanatory variable (X). ...