Tagged Questions

-1
votes
1answer
55 views

validating a regression model

I want to build a regression model to predict daily income from customers. I have 2 problems: 1. Choosing data for the training set - do I use daily income from 1 month ago, 6 month ago etc. 2. How do ...
0
votes
0answers
87 views

Question about the validation step for a multinomial logit model

I've been skimming through a couple of books (all german ones, hence I do not cite them here) at what residual plots one should look at if the usual model assumptions in the context of a multinomial ...
1
vote
2answers
168 views

Computing c-index for an external validation of a Cox PH model with R

First off, I'll state that I'm aware many questions get asked about the c-index. I've searched this site and others, and I haven't found an answer for my situation. I can successfully use ...
4
votes
2answers
216 views

In logistic regression, does the lack of significance of the parameter estimates in a test sample indicate overfitting?

I am trying to build a logistic regression model where I have a dependent variable $y$ and independent variables $x_1$, $x_2$... $x_n$. $y$ can take only two values - 0 or 1. My original modelling ...
3
votes
0answers
187 views

Logistic Regression Cost Function issue in Matlab

I'm trying to implement a logistic regression function in matlab. I calculated the theta values, linear regression cost function is converging and then I use those parameters in logistic regression ...
2
votes
1answer
68 views

Is a different CV arrangement the same as a validation set?

I have a smallish dataset ~ 1500 rows X 500 columns. I've been using a standard 5 fold CV setup where row 1 = CV set1, row2 = CV set2, ... row 6 = CV set1,etc. I'm at the point where I'm trying to ...