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Jul
19
comment Looking at residuals vs. residual percentages
Correct - the standard error is minimized at the mean and symmetrically on both sides. I suggest sorting on the absolute value of the t-statistic to address that symmetry. You need a ruler to compare which residuals are more "outlier-y". The magnitude of the residual is not a good measure because it depends on its proximity to the mean. So I suggest normalizing the absolute residual with respect to the prediction interval so you can compare across residuals. If the residual is large but farther from the mean then this approach will proportionally give that residual more tolerance for error.
Jul
19
revised Incorporating seasonality into CART models
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Jul
19
asked GRS statistic in R to test that intercepts from multivariate panel regression are jointly zero?
Jul
19
accepted Is there an R optimization package that can handle integer constraints and non-linear objective functions?
Jul
18
answered Looking at residuals vs. residual percentages
Jul
18
answered Incorporating seasonality into CART models
Jul
15
asked Approximate vs. Strict Factor model specification in R
Jul
14
revised Is there an R optimization package that can handle integer constraints and non-linear objective functions?
added 82 characters in body; edited tags
Jul
14
asked Is there an R optimization package that can handle integer constraints and non-linear objective functions?
Jul
1
asked Best imputation method for stochastic noisy data?
Jun
30
asked Calculating the transfer entropy in R