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Here and there.


Any code I've posted here I place under the WTFPL.


Mar
29
awarded  Necromancer
Aug
9
awarded  Yearling
Aug
5
comment How do you find causal relationships in data?
Causation is just not something you can squeeze from the numbers... so, repeat after me: causation is not correlation, causation is not correlation...
Mar
21
awarded  Nice Answer
Feb
5
comment Why not approach classification through regression?
I voted to migrate to CV; I think it stands a better chance of getting answered there than here.
Dec
17
awarded  Popular Question
Dec
5
revised What algorithm is used in linear regression?
seminormal equations added
Dec
5
comment What algorithm is used in linear regression?
If you read this old book, you should also be looking into Åke Björck's Numerical Methods for Least Squares Problems, which has stuff not discussed in Lawson/Hanson. The routines included in the Lawson/Hanson book are available from Netlib.
Dec
4
awarded  Nice Answer
Oct
28
comment Reporting results of simple linear regression: what information to include?
"Are there hard-and-fast rules for how much information to report" - it really depends on what you want to do after the regression. One might be happy with just the correlation coefficient; one might need the Durbin-Watson value on top of that, and still another one might want to see the diagonal of the hat matrix... it really depends.
Oct
26
awarded  Analytical
Oct
26
revised What algorithm is used in linear regression?
various improvements
Oct
3
answered Testing for linear dependence among the columns of a matrix
Sep
14
comment How can I test the quality of a RNG?
Have you seen Diehard?
Sep
7
comment Chi-square test for checking if values are close to zero?
Yes it does. Which means more work for you to do, i.e. a test for normality. Otherwise, I'm no longer up to date with what they use when the errors are non-normal.
Sep
7
comment Chi-square test for checking if values are close to zero?
I think you're supposed to do a $t$-test, not a $\chi^2$-test. See this.
Aug
29
comment Meaning of p-values in regression
Gavin's answer in the question @cardinal linked to says it well.
Aug
13
comment Ways of finding associations in time series
Correlations, eh?
Aug
10
awarded  Yearling
Aug
7
comment What is the best way to learn the fundamentals of probability required for machine learning algorithms?
I've voted to migrate. :)