Timeline for Explaining conditioning number in statistics to non-statisticians
Current License: CC BY-SA 4.0
8 events
| when toggle format | what | by | license | comment | |
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| Feb 23, 2023 at 19:24 | answer | added | Dave | timeline score: 2 | |
| Jun 25, 2021 at 2:40 | history | edited | kjetil b halvorsen♦ |
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| Jun 23, 2021 at 12:58 | comment | added | cgmil | @DemetriPananos I love that explanation and will have to try it just for fun. | |
| Jun 23, 2021 at 1:04 | comment | added | Demetri Pananos | Oof, its been a while since I took numerical analysis but I do remember that conditioning numbers were explained to me like a nightmare shower nob. You ever take a shower in which the smallest twist of the nob dramatically changes the temperature? That is what conditioning numbers are like. Not sure if you were interested in laymen explanations, but that explanation always stuck with me. | |
| Jun 22, 2021 at 21:23 | comment | added | cgmil | @JTH The conditioning number of $X^\top X$ is the square of the conditioning number of $X$; but that is good guidance. | |
| Jun 22, 2021 at 21:01 | comment | added | JTH | I assume you are talking about the condition number of the moment matrix, $X^t X$? I might say that it is a measure of goodness of design. Basically, lower is better. I think lowest condition number corresponds to factorial design. In design, condition number can summarize the dependency/correlation between columns of X. I would not use it as an absolute measure of goodness of design, but as a measure of comparing two designs (same #parameters, same sample size). | |
| Jun 22, 2021 at 21:00 | history | tweeted | twitter.com/StackStats/status/1407443291793203205 | ||
| Jun 22, 2021 at 19:13 | history | asked | cgmil | CC BY-SA 4.0 |