9
votes
0answers
122 views
+200

Degrees of freedom of $\chi^2$ in Hosmer-Lemeshow test

The test statistic for the Hosmer-Lemeshow test for goodness of fit of a logistic regression model is defined as follows: the sample is split into $d=10$ deciles, $D_1, D_2, \dots , D_{d}$, per ...
2
votes
1answer
52 views
+50

Spatial cross-correlation: What is the correlation statistic used by the correlog function?

I want to look at the spatial cross-correlation between 2 variables. I am currently using the function correlog from the package ...
4
votes
4answers
204 views
+100

Comparing (hidden) regression coefficients in simple linear regression?

I am doing text modeling, where each document can belong to multiple topics. I specify the desired topic number to be 3 and the three topics to be weather, ...
1
vote
0answers
36 views
+50

How to train radial basis function for function approximation?

There is an Autoregressive model of order 1 (AR(1)) that is excited by a non-linear signal as the input: $$x_t = \rho x_{t-1} + u_t \tag{1}$$ The time series $u_t$ is generated from a Mackey-Glass ...
1
vote
0answers
60 views
+50

standard deviation of cross-validation error

I am using cross-validation to estimate the prediction error of my model. Using 10-fold CV, I obtain a bunch of metrics, including for example the MSE: ...
0
votes
0answers
23 views
+50

Visually summarising multiple diverse metric results

I have a multivariate time series (climate fluxes), and I have a number of model outputs that I want to asses. I also have number of metrics that I can use to assess the performance of each variable ...
2
votes
3answers
93 views
+100

Provable Convergence

Hopefully this question is on topic for the statistics community (rather than the pure math) since the optimization method I am using relies on a statistical model. Well I am building an algorithm ...
1
vote
1answer
59 views
+50

Identifying filtered features after feature selection with scikit learn

Here is my Code for feature selection method in Python: ...