Timeline for Is it feasible to rank several unnested Generalized (Additive and Linear) Models by AIC score?
Current License: CC BY-SA 3.0
15 events
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| Apr 13, 2017 at 12:44 | history | edited | CommunityBot |
replaced http://stats.stackexchange.com/ with https://stats.stackexchange.com/
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| Jul 8, 2015 at 9:44 | vote | accept | James White | ||
| Jul 8, 2015 at 9:44 | vote | accept | James White | ||
| Jul 8, 2015 at 9:44 | |||||
| Jul 7, 2015 at 19:23 | history | tweeted | twitter.com/#!/StackStats/status/618500622778826752 | ||
| Jul 7, 2015 at 17:37 | history | edited | EdM |
added appropriate model-selection tag
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| Jul 7, 2015 at 17:35 | answer | added | EdM | timeline score: 2 | |
| Jul 7, 2015 at 15:18 | comment | added | James White | Indeed I will be experiencing high levels of collinearity with some of the variables being derived from similar calculations. This was intended to be an alternative way of reaching a final set of candidate variables by exploring their individual significance against the response variable, with the PCA approach being shown to exclude some of the important ones. Following the ranking of each model by the AIC score, I was going to validate the assumptions and then test for colinearity before putting these into the final model as in Method 1. Is this not wise? Thank you for the comment! | |
| Jul 7, 2015 at 14:54 | comment | added | EdM | Be careful when you try to "explore the significance of each explanatory variable individually". Some of your >100 explanatory variables are likely to be inter-correlated, so their individual levels of "significance" in this data sample might be substantially different from a different sample. PCA helps mask that problem, as correlated variables show up in similar principal components. So you might want to consider regularization methods instead. | |
| Jul 7, 2015 at 14:39 | vote | accept | James White | ||
| Jul 8, 2015 at 9:44 | |||||
| Jul 7, 2015 at 14:39 | vote | accept | James White | ||
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| Jul 7, 2015 at 14:39 | vote | accept | James White | ||
| Jul 7, 2015 at 14:39 | |||||
| Jul 7, 2015 at 14:34 | answer | added | Avraham | timeline score: 2 | |
| Jul 7, 2015 at 13:54 | answer | added | dsaxton | timeline score: 3 | |
| Jul 7, 2015 at 13:30 | review | First posts | |||
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| Jul 7, 2015 at 13:29 | history | asked | James White | CC BY-SA 3.0 |