Linked Questions

13
votes
2answers
3k views

Is R's glm function useless in a big data / machine learning setting? [duplicate]

I am surprised that R’s glm will “break” (not converge with default setting) for the following “toy” example (binary classification with ~50k data, ~10 features), ...
0
votes
1answer
174 views

Warnings during propensity-score matching: 1: glm.fit: algorithm did not converge 2: glm.fit: fitted probabilities numerically 0 or 1 occurred [duplicate]

I am doing a propensity score matching(nearest neighbor matching) in R with simulated data and I keep getting the above warning messages. please I need help. The following is my code ...
1
vote
0answers
66 views

Logistic regression, separating variable (moderator) true in population! [duplicate]

I already checked other posts in this area, but still couldn't get a fit to my issue: I have the following preconditions: Software: preferred SPSS v21, possibly R Sample size: 5655 (will get around ...
167
votes
8answers
158k views

How to deal with perfect separation in logistic regression?

If you have a variable which perfectly separates zeroes and ones in target variable, R will yield the following "perfect or quasi perfect separation" warning message: ...
17
votes
6answers
10k views

Is there an example where MLE produces a biased estimate of the mean?

Can you provide an example of an MLE estimator of the mean that is biased? I am not looking for an example that breaks MLE estimators in general by violating regularity conditions. All examples I ...
45
votes
2answers
40k views

How to simulate artificial data for logistic regression?

I know I'm missing something in my understanding of logistic regression, and would really appreciate any help. As far as I understand it, the logistic regression assumes that the probability of a '1' ...
40
votes
2answers
104k views

Logistic regression model does not converge

I've got some data about airline flights (in a data frame called flights) and I would like to see if the flight time has any effect on the probability of a ...
20
votes
3answers
15k views

Test for linear separability

Is there a way to test linear separability of a two-class dataset in high dimensions? My feature vectors are 40-long. I know I can always run logistic regression experiments and determine hitrate vs ...
20
votes
1answer
4k views

Is there any intuitive explanation of why logistic regression will not work for perfect separation case? And why adding regularization will fix it?

We have many good discussions about perfect separation in logistic regression. Such as, Logistic regression in R resulted in perfect separation (Hauck-Donner phenomenon). Now what? and Logistic ...
3
votes
1answer
8k views

Manually calculating logistic regression coefficient

I am taking this short example from wiki:https://en.wikipedia.org/wiki/Logistic_regression ...
8
votes
1answer
1k views

What are the consequences of rare events in logistic regression?

I know that sample size affects power in any statistical method. There are rules are thumb for how many samples a regression needs for each predictor. I also hear often that the number of samples in ...
2
votes
3answers
3k views

GLM high standard errors, but variables are definitely not collinear

When I use a GLM using R, my standard errors are ridiculously high. It can't be because the independent variables are related because they are all distinct ratings for an individual (i.e., interaction ...
5
votes
2answers
4k views

Estimating classification probability, with low event rates — options other than logistic regression?

I am trying to predict the probability of occurrence of a low event rate outcome (~2% readmission risk after hospital discharge in the population of interest). With the available limited predictors, ...
3
votes
2answers
2k views

Logistic Regression : 10 events per predictor rule

I am building a marketing model based on logistic regression. It's a customer attrition model. The event rate is very low i.e 0.1%. I have more than 1000 predictors. I know there is a rule - Minimum ...
1
vote
1answer
4k views

Very Confused: Getting AUC of 1 and 100% accuracy for classification task

I am building a healthcare readmission model. It is a binary classification task. I had around 90K observations with close 500 features. Except 9-10 features, rest all are binary features. I did 5 ...

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